-34.5%
RBLX vs HUM
+6.4%
-40.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.8% |
| 3M | +4.6% | +11.4% | -6.8% | +4.4% |
| 6M | -24.7% | +141.5% | -166.2% | -26.2% |
| YTD | -43.8% | +61.2% | -105.0% | -44.7% |
| 1Y | -65.8% | +49.2% | -114.9% | -66.3% |
| 3Y | +59.4% | -9.0% | +68.4% | +59.4% |
| 5Y | -48.2% | +7.2% | -55.4% | -45.3% |
| All | -34.5% | +6.4% | -40.9% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling