+25.7%
RDW vs HUM
+50.8%
-25.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.5% |
| 7D | +0.9% | +2.1% | -1.2% | +0.6% |
| 30D | -21.3% | +5.4% | -26.7% | -21.7% |
| 3M | -37.9% | +11.4% | -49.3% | -38.2% |
| 6M | +12.3% | +141.5% | -129.2% | +7.8% |
| YTD | +39.7% | +61.2% | -21.5% | +25.0% |
| 1Y | +25.7% | +49.2% | -23.5% | +14.4% |
| All | +25.7% | +50.8% | -25.1% | +14.4% |
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 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