+4,549.4%
RCL vs HUM
+5,487.8%
-938.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -5.1% | +4.2% | -9.2% | -6.0% |
| 30D | -19.0% | +10.4% | -29.4% | -20.9% |
| 3M | -9.6% | +15.1% | -24.6% | -12.8% |
| 6M | -6.7% | +120.9% | -127.6% | -23.3% |
| YTD | -3.9% | +57.9% | -61.9% | -15.5% |
| 1Y | -25.1% | +30.6% | -55.6% | -31.6% |
| 3Y | +179.1% | -9.6% | +188.7% | +167.0% |
| 5Y | +243.3% | +1.6% | +241.7% | +215.0% |
| 10Y | +325.8% | +146.4% | +179.3% | +218.9% |
| All | +4,549.4% | +5,487.8% | -938.4% | +1,952.4% |
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