+1,830.9%
HUM vs RL
+1,366.2%
+464.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.3% | -1.6% |
| 7D | +4.2% | -0.8% | +5.0% | +4.3% |
| 30D | +10.4% | -7.8% | +18.1% | +12.1% |
| 3M | +15.1% | -4.0% | +19.1% | +15.6% |
| 6M | +120.9% | -1.9% | +122.8% | +119.8% |
| YTD | +57.9% | -0.2% | +58.1% | +56.4% |
| 1Y | +30.6% | +10.7% | +19.9% | +26.5% |
| 3Y | -9.6% | +210.8% | -220.4% | -30.9% |
| 5Y | +1.6% | +238.2% | -236.7% | -26.0% |
| 10Y | +146.4% | +313.4% | -166.9% | +60.8% |
| All | +1,830.9% | +1,366.2% | +464.7% | +725.4% |
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