+5,695.2%
HUM vs RRX
+3,890.5%
+1,804.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +11.4% | -23.1% | +34.5% | +16.7% |
| 6M | +141.5% | -19.5% | +161.0% | +148.0% |
| YTD | +61.2% | +16.1% | +45.1% | +51.5% |
| 1Y | +49.2% | +12.9% | +36.2% | +40.6% |
| 3Y | -9.0% | +7.9% | -17.0% | -17.0% |
| 5Y | +7.2% | +19.1% | -11.9% | -7.3% |
| 10Y | +152.7% | +225.8% | -73.1% | +66.7% |
| All | +5,695.2% | +3,890.5% | +1,804.7% | +2,767.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling