+385.0%
HUM vs RNG
+301.7%
+83.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| 6M | +141.5% | +77.9% | +63.6% | +128.5% |
| YTD | +61.2% | +139.9% | -78.7% | +47.9% |
| 1Y | +49.2% | +121.7% | -72.5% | +37.5% |
| 3Y | -9.0% | +121.9% | -130.9% | -17.5% |
| 5Y | +7.2% | -68.4% | +75.5% | +12.2% |
| 10Y | +152.7% | +220.0% | -67.4% | +114.5% |
| All | +385.0% | +301.7% | +83.4% | +310.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling