+50.0%
HUM vs RNG
+179.4%
-129.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.6% | -9.6% | +11.1% | +1.8% |
| 30D | +3.5% | -1.4% | +4.9% | +3.5% |
| 3M | +15.5% | +28.8% | -13.3% | +14.6% |
| 6M | +76.2% | +65.6% | +10.6% | +73.1% |
| YTD | +64.5% | +171.4% | -106.9% | +59.7% |
| 1Y | +50.0% | +185.3% | -135.3% | +39.4% |
| All | +50.0% | +179.4% | -129.4% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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