+59.4%
RBLX vs HUM
-9.4%
+68.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.3% |
| 7D | +5.1% | +2.1% | +3.0% | +5.0% |
| 30D | +28.0% | +5.4% | +22.6% | +27.9% |
| 3M | +4.6% | +11.4% | -6.8% | +4.5% |
| 6M | -24.7% | +141.5% | -166.2% | -25.1% |
| YTD | -43.8% | +61.2% | -105.0% | -44.3% |
| 1Y | -65.8% | +49.2% | -114.9% | -66.0% |
| 3Y | +59.4% | -9.0% | +68.4% | +72.5% |
| All | +59.4% | -9.4% | +68.7% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 3y: compounded portfolio wealth divided by compounded HUM 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…
3y analysis · Full analysis span regression · 6 months rolling