+15.4%
HUM vs ROIV
+298.6%
-283.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.8% |
| 7D | +6.9% | +9.5% | -2.5% | +6.6% |
| 30D | +3.2% | +21.0% | -17.8% | +2.5% |
| 3M | +20.0% | +18.7% | +1.2% | +19.1% |
| 6M | +63.5% | +44.5% | +19.0% | +61.3% |
| YTD | +75.9% | +92.9% | -16.9% | +72.1% |
| 1Y | +85.7% | +100.2% | -14.5% | +81.4% |
| 3Y | -6.1% | +375.0% | -381.1% | -10.6% |
| 5Y | +5.1% | +435.2% | -430.0% | -3.7% |
| All | +15.4% | +298.6% | -283.1% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling