-11.2%
HUM vs RL
+198.9%
-210.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.5% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | +3.7% | -17.5% | +21.2% | +5.5% |
| 3M | +10.4% | -14.0% | +24.4% | +11.7% |
| 6M | +125.7% | -2.0% | +127.7% | +124.8% |
| YTD | +57.3% | -4.6% | +61.9% | +57.2% |
| 1Y | +48.6% | +9.5% | +39.1% | +47.0% |
| All | -11.2% | +198.9% | -210.1% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling