+30.6%
HUM vs ROK
+29.3%
+1.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | +4.2% | +0.7% | +3.5% | +4.0% |
| 30D | +10.4% | -3.3% | +13.7% | +11.2% |
| 3M | +15.1% | -5.9% | +20.9% | +16.3% |
| 6M | +120.9% | +13.9% | +107.1% | +110.9% |
| YTD | +57.9% | +12.6% | +45.4% | +50.7% |
| 1Y | +30.6% | +28.6% | +2.0% | +20.1% |
| All | +30.6% | +29.3% | +1.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling