+3.4%
HUM vs ROIV
+289.9%
-286.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | -1.4% | +19.0% | -20.4% | -2.0% |
| 30D | +7.5% | +16.1% | -8.7% | +6.9% |
| 3M | +10.2% | +44.1% | -33.9% | +9.0% |
| 6M | +132.5% | +37.8% | +94.7% | +130.0% |
| YTD | +57.6% | +88.7% | -31.0% | +54.5% |
| 1Y | +48.6% | +197.3% | -148.7% | +43.6% |
| 3Y | -11.2% | +224.9% | -236.1% | -14.6% |
| 5Y | +4.8% | +311.0% | -306.2% | -1.4% |
| All | +3.4% | +289.9% | -286.5% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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