+28.3%
RDW vs HUM
+31.0%
-2.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.7% |
| 7D | -3.1% | +4.2% | -7.3% | -3.6% |
| 30D | -1.8% | +10.4% | -12.1% | -2.9% |
| 3M | -50.9% | +15.1% | -65.9% | -51.2% |
| 6M | +13.5% | +120.9% | -107.5% | +7.3% |
| YTD | +38.6% | +57.9% | -19.4% | +24.7% |
| 1Y | +28.3% | +30.6% | -2.3% | +26.2% |
| All | +28.3% | +31.0% | -2.7% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling