-9.0%
HUM vs RMBS
+55.3%
-64.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.2% |
| 7D | +2.1% | +1.8% | +0.3% | +2.0% |
| 30D | +5.4% | -13.9% | +19.3% | +5.8% |
| 3M | +11.4% | -39.8% | +51.2% | +12.6% |
| 6M | +141.5% | -6.0% | +147.5% | +138.6% |
| YTD | +61.2% | -5.4% | +66.5% | +58.5% |
| 1Y | +49.2% | -1.8% | +51.0% | +46.0% |
| 3Y | -9.0% | +53.7% | -62.7% | -14.4% |
| All | -9.0% | +55.3% | -64.3% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling