+152.3%
HUM vs ROP
+135.6%
+16.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.1% | -4.6% | +6.7% | +4.3% |
| 30D | +5.4% | -1.7% | +7.1% | +6.0% |
| 3M | +11.4% | +17.1% | -5.7% | +1.8% |
| 6M | +141.5% | +10.9% | +130.6% | +125.9% |
| YTD | +61.2% | -12.1% | +73.3% | +70.4% |
| 1Y | +49.2% | -24.2% | +73.4% | +69.6% |
| 3Y | -9.0% | -20.4% | +11.3% | -0.5% |
| 5Y | +7.2% | -15.4% | +22.6% | +11.5% |
| All | +152.3% | +135.6% | +16.7% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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