+49.2%
HUM vs ROP
-23.7%
+72.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.1% | -4.6% | +6.7% | +3.7% |
| 30D | +5.4% | -1.7% | +7.1% | +5.8% |
| 3M | +11.4% | +17.1% | -5.7% | +2.2% |
| 6M | +141.5% | +10.9% | +130.6% | +127.6% |
| YTD | +61.2% | -12.1% | +73.3% | +83.2% |
| 1Y | +49.2% | -24.2% | +73.4% | +84.4% |
| All | +49.2% | -23.7% | +72.9% | +84.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling