+4.8%
HUM vs RL
+223.8%
-219.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.4% | -2.2% | +0.8% | -1.2% |
| 30D | +7.5% | -15.3% | +22.8% | +9.4% |
| 3M | +10.2% | -10.3% | +20.6% | +11.3% |
| 6M | +132.5% | -2.2% | +134.8% | +131.8% |
| YTD | +57.6% | -4.3% | +61.9% | +57.5% |
| 1Y | +48.6% | +8.9% | +39.7% | +46.5% |
| 3Y | -11.2% | +201.4% | -212.6% | -22.8% |
| 5Y | +4.8% | +230.6% | -225.8% | -11.0% |
| All | +4.8% | +223.8% | -219.0% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling