+50.0%
HUM vs RRX
+30.0%
+20.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.2% |
| 7D | +1.6% | +7.6% | -6.1% | +0.9% |
| 30D | +3.5% | +7.5% | -4.0% | +2.9% |
| 3M | +15.5% | -21.0% | +36.5% | +16.2% |
| 6M | +76.2% | -18.1% | +94.3% | +76.7% |
| YTD | +64.5% | +24.3% | +40.3% | +54.1% |
| 1Y | +50.0% | +29.3% | +20.7% | +40.2% |
| All | +50.0% | +30.0% | +20.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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