+152.3%
HUM vs ROK
+357.9%
-205.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.8% |
| 7D | +2.1% | -1.2% | +3.3% | +2.4% |
| 30D | +5.4% | -4.8% | +10.2% | +6.8% |
| 3M | +11.4% | -6.1% | +17.5% | +13.1% |
| 6M | +141.5% | +15.5% | +126.0% | +130.1% |
| YTD | +61.2% | +11.2% | +50.0% | +54.9% |
| 1Y | +49.2% | +23.8% | +25.3% | +38.6% |
| 3Y | -9.0% | +53.1% | -62.2% | -23.5% |
| 5Y | +7.2% | +48.3% | -41.1% | -11.7% |
| All | +152.3% | +357.9% | -205.6% | +30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling