+152.3%
HUM vs RRC
+4.9%
+147.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.4% |
| 7D | +2.1% | -1.8% | +3.8% | +2.2% |
| 30D | +5.4% | +2.7% | +2.7% | +5.2% |
| 3M | +11.4% | +8.8% | +2.6% | +10.7% |
| 6M | +141.5% | -1.2% | +142.7% | +141.3% |
| YTD | +61.2% | +17.6% | +43.6% | +59.3% |
| 1Y | +49.2% | +18.4% | +30.7% | +47.3% |
| 3Y | -9.0% | +33.1% | -42.1% | -11.6% |
| 5Y | +7.2% | +148.2% | -141.0% | -2.0% |
| All | +152.3% | +4.9% | +147.4% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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