+4.8%
HUM vs RVTY
-34.5%
+39.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | -1.4% | -7.4% | +6.0% | -0.1% |
| 30D | +7.5% | +4.5% | +3.0% | +6.6% |
| 3M | +10.2% | +19.5% | -9.3% | +6.6% |
| 6M | +132.5% | +34.1% | +98.4% | +119.6% |
| YTD | +57.6% | +25.3% | +32.4% | +50.5% |
| 1Y | +48.6% | +47.0% | +1.6% | +38.2% |
| 3Y | -11.2% | +14.1% | -25.3% | -14.5% |
| 5Y | +4.8% | -34.6% | +39.4% | +9.8% |
| All | +4.8% | -34.5% | +39.3% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling