+30.6%
HUM vs RMBS
+16.3%
+14.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.6% | -1.2% |
| 7D | +4.2% | -0.3% | +4.5% | +4.2% |
| 30D | +10.4% | -12.2% | +22.5% | +10.5% |
| 3M | +15.1% | -49.5% | +64.6% | +15.1% |
| 6M | +120.9% | -7.1% | +128.1% | +116.2% |
| YTD | +57.9% | -7.0% | +64.9% | +53.4% |
| 1Y | +30.6% | +13.3% | +17.2% | +21.9% |
| All | +30.6% | +16.3% | +14.3% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling