+152.3%
HUM vs RVTY
+145.6%
+6.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.5% |
| 7D | +2.1% | -4.5% | +6.6% | +3.3% |
| 30D | +5.4% | +5.5% | -0.1% | +3.7% |
| 3M | +11.4% | +22.5% | -11.1% | +5.0% |
| 6M | +141.5% | +38.9% | +102.6% | +118.3% |
| YTD | +61.2% | +28.7% | +32.4% | +48.4% |
| 1Y | +49.2% | +45.5% | +3.7% | +32.4% |
| 3Y | -9.0% | +16.4% | -25.4% | -16.5% |
| 5Y | +7.2% | -32.7% | +39.9% | +15.8% |
| All | +152.3% | +145.6% | +6.6% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling