+141.9%
HUM vs RUN
-34.5%
+176.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.3% |
| 7D | +2.1% | -3.7% | +5.8% | +2.2% |
| 30D | +5.4% | -13.0% | +18.4% | +6.0% |
| 3M | +11.4% | -31.8% | +43.2% | +13.0% |
| 6M | +141.5% | -32.2% | +173.7% | +144.2% |
| YTD | +61.2% | -53.5% | +114.7% | +64.6% |
| 1Y | +49.2% | -46.5% | +95.7% | +50.6% |
| 3Y | -9.0% | -37.6% | +28.6% | -14.9% |
| 5Y | +7.2% | -80.9% | +88.0% | +4.9% |
| 10Y | +152.7% | +41.3% | +111.4% | +94.3% |
| All | +141.9% | -34.5% | +176.4% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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