+219.1%
RCL vs HUM
+6.5%
+212.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.8% | +0.1% |
| 7D | -1.9% | +2.1% | -4.0% | -2.2% |
| 30D | -15.5% | +5.4% | -20.9% | -16.1% |
| 3M | -9.7% | +11.4% | -21.1% | -11.1% |
| 6M | -8.7% | +141.5% | -150.2% | -19.8% |
| YTD | -5.8% | +61.2% | -66.9% | -12.7% |
| 1Y | -24.5% | +49.2% | -73.6% | -29.5% |
| 3Y | +173.9% | -9.0% | +183.0% | +174.0% |
| All | +219.1% | +6.5% | +212.5% | +189.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling