+5,600.3%
HUM vs RRC
+1,198.8%
+4,401.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +2.1% | -1.2% | +3.3% | +2.2% |
| 30D | +4.7% | +9.4% | -4.7% | +4.0% |
| 3M | +13.5% | +7.4% | +6.1% | +12.8% |
| 6M | +126.7% | +1.5% | +125.2% | +126.1% |
| YTD | +58.5% | +19.4% | +39.2% | +56.2% |
| 1Y | +31.7% | +24.2% | +7.5% | +29.3% |
| 3Y | -10.6% | +32.8% | -43.4% | -13.6% |
| 5Y | +2.5% | +152.9% | -150.4% | -7.7% |
| 10Y | +148.7% | +3.9% | +144.8% | +120.5% |
| All | +5,600.3% | +1,198.8% | +4,401.5% | +3,963.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling