+0.8%
HUM vs ROIV
+319.8%
-319.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -0.2% | +22.3% | -22.6% | -0.9% |
| 30D | +3.7% | +16.9% | -13.1% | +3.2% |
| 3M | +10.4% | +43.9% | -33.5% | +9.2% |
| 6M | +125.7% | +41.6% | +84.1% | +123.2% |
| YTD | +57.3% | +92.7% | -35.3% | +54.2% |
| 1Y | +48.6% | +210.2% | -161.5% | +43.6% |
| 3Y | -11.3% | +231.8% | -243.1% | -14.7% |
| 5Y | +0.8% | +319.8% | -319.0% | -8.5% |
| All | +0.8% | +319.8% | -319.0% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling