+152.3%
HUM vs RL
+311.3%
-159.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +2.1% |
| 7D | +2.1% | -3.4% | +5.5% | +2.6% |
| 30D | +5.4% | -14.4% | +19.8% | +8.1% |
| 3M | +11.4% | -13.6% | +25.0% | +13.8% |
| 6M | +141.5% | +0.6% | +140.9% | +139.4% |
| YTD | +61.2% | -3.6% | +64.8% | +60.8% |
| 1Y | +49.2% | +8.3% | +40.8% | +45.8% |
| 3Y | -9.0% | +204.8% | -213.8% | -27.9% |
| 5Y | +7.2% | +232.9% | -225.8% | -18.8% |
| All | +152.3% | +311.3% | -159.0% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling