+30.6%
HUM vs RVMD
+430.6%
-400.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +4.2% | +1.0% | +3.1% | +4.1% |
| 30D | +10.4% | +6.4% | +3.9% | +9.8% |
| 3M | +15.1% | +34.9% | -19.8% | +12.2% |
| 6M | +120.9% | +107.6% | +13.4% | +106.6% |
| YTD | +57.9% | +163.7% | -105.7% | +44.2% |
| 1Y | +30.6% | +439.2% | -408.6% | -2.4% |
| All | +30.6% | +430.6% | -400.1% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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