+2,068.5%
HUM vs RL
+1,517.3%
+551.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +3.7% | +2.6% | +1.2% | +3.1% |
| 30D | +5.5% | +2.9% | +2.6% | +4.7% |
| 3M | +17.1% | 0.0% | +17.1% | +16.8% |
| 6M | +48.3% | +17.1% | +31.2% | +42.5% |
| YTD | +77.4% | +10.1% | +67.3% | +71.9% |
| 1Y | +92.6% | +17.3% | +75.2% | +84.3% |
| 3Y | -6.1% | +249.3% | -255.4% | -30.0% |
| 5Y | +6.2% | +240.9% | -234.7% | -22.5% |
| 10Y | +153.6% | +337.3% | -183.6% | +63.5% |
| All | +2,068.5% | +1,517.3% | +551.2% | +807.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling