-11.1%
HUM vs ROP
-19.1%
+8.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -1.4% | -8.0% | +6.6% | +1.6% |
| 30D | +7.5% | -2.7% | +10.2% | +8.4% |
| 3M | +10.2% | +16.6% | -6.4% | +2.1% |
| 6M | +132.5% | +10.4% | +122.2% | +120.2% |
| YTD | +57.6% | -12.1% | +69.7% | +67.8% |
| 1Y | +48.6% | -23.6% | +72.2% | +67.3% |
| All | -11.1% | -19.1% | +8.1% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling