+152.3%
HUM vs RMBS
+566.4%
-414.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.1% |
| 7D | +2.1% | +1.8% | +0.3% | +1.9% |
| 30D | +5.4% | -13.9% | +19.3% | +7.1% |
| 3M | +11.4% | -39.8% | +51.2% | +17.2% |
| 6M | +141.5% | -6.0% | +147.5% | +135.3% |
| YTD | +61.2% | -5.4% | +66.5% | +55.2% |
| 1Y | +49.2% | -1.8% | +51.0% | +41.1% |
| 3Y | -9.0% | +53.7% | -62.7% | -24.9% |
| 5Y | +7.2% | +268.5% | -261.3% | -33.7% |
| All | +152.3% | +566.4% | -414.1% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling