-9.0%
HUM vs RNG
+119.8%
-128.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.4% | +2.3% |
| 7D | +2.1% | -6.1% | +8.1% | +2.5% |
| 30D | +5.4% | +9.6% | -4.2% | +4.6% |
| 3M | +11.4% | +83.3% | -71.9% | +5.9% |
| 6M | +141.5% | +77.9% | +63.6% | +128.9% |
| YTD | +61.2% | +139.9% | -78.7% | +48.6% |
| 1Y | +49.2% | +121.7% | -72.5% | +38.2% |
| 3Y | -9.0% | +121.9% | -130.9% | -17.4% |
| All | -9.0% | +119.8% | -128.8% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling