+152.3%
HUM vs RRX
+228.4%
-76.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.5% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +5.4% | -6.1% | +11.5% | +6.7% |
| 3M | +11.4% | -23.1% | +34.5% | +16.3% |
| 6M | +141.5% | -19.5% | +161.0% | +147.3% |
| YTD | +61.2% | +16.1% | +45.1% | +50.8% |
| 1Y | +49.2% | +12.9% | +36.2% | +39.9% |
| 3Y | -9.0% | +7.9% | -17.0% | -16.9% |
| 5Y | +7.2% | +19.1% | -11.9% | -9.6% |
| All | +152.3% | +228.4% | -76.1% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling