+5.3%
HUM vs RVMD
+576.1%
-570.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +2.1% | -3.0% | +5.0% | +2.3% |
| 30D | +5.4% | -0.7% | +6.1% | +5.4% |
| 3M | +11.4% | +36.5% | -25.1% | +8.8% |
| 6M | +141.5% | +104.6% | +36.9% | +127.7% |
| YTD | +61.2% | +155.8% | -94.6% | +48.9% |
| 1Y | +49.2% | +340.7% | -291.5% | +32.1% |
| 3Y | -9.0% | +519.9% | -529.0% | -22.2% |
| All | +5.3% | +576.1% | -570.8% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling