-10.6%
HUM vs ROIV
+253.6%
-264.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +18.8% | -18.4% | -0.4% |
| 7D | +2.1% | +20.2% | -18.1% | +1.2% |
| 30D | +4.7% | +14.1% | -9.4% | +4.0% |
| 3M | +13.5% | +45.6% | -32.1% | +11.8% |
| 6M | +126.7% | +44.1% | +82.5% | +123.0% |
| YTD | +58.5% | +91.2% | -32.6% | +54.5% |
| 1Y | +31.7% | +221.3% | -189.6% | +25.6% |
| 3Y | -10.6% | +229.2% | -239.8% | -15.2% |
| All | -10.6% | +253.6% | -264.3% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling