+1,376.0%
HUM vs RSG
+2,015.5%
-639.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.0% |
| 7D | +2.1% | 0.0% | +2.0% | +2.1% |
| 30D | +5.4% | +4.0% | +1.4% | +4.0% |
| 3M | +11.4% | +7.4% | +4.0% | +8.5% |
| 6M | +141.5% | +0.1% | +141.4% | +140.0% |
| YTD | +61.2% | +6.0% | +55.2% | +57.1% |
| 1Y | +49.2% | -3.0% | +52.1% | +49.7% |
| 3Y | -9.0% | +56.5% | -65.5% | -23.1% |
| 5Y | +7.2% | +90.9% | -83.8% | -15.8% |
| 10Y | +152.7% | +428.7% | -276.0% | +44.9% |
| All | +1,376.0% | +2,015.5% | -639.5% | +402.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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