-9.0%
HUM vs RRC
+29.5%
-38.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.3% |
| 7D | +2.1% | -1.8% | +3.8% | +2.2% |
| 30D | +5.4% | +2.7% | +2.7% | +5.3% |
| 3M | +11.4% | +8.8% | +2.6% | +10.8% |
| 6M | +141.5% | -1.2% | +142.7% | +141.1% |
| YTD | +61.2% | +17.6% | +43.6% | +59.8% |
| 1Y | +49.2% | +18.4% | +30.7% | +48.0% |
| 3Y | -9.0% | +33.1% | -42.1% | -11.3% |
| All | -9.0% | +29.5% | -38.5% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling