+230.8%
RDW vs HUM
-9.4%
+240.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.4% |
| 7D | +0.9% | +2.1% | -1.2% | +0.8% |
| 30D | -21.3% | +5.4% | -26.7% | -21.5% |
| 3M | -37.9% | +11.4% | -49.3% | -38.0% |
| 6M | +12.3% | +141.5% | -129.2% | +9.8% |
| YTD | +39.7% | +61.2% | -21.5% | +34.9% |
| 1Y | +25.7% | +49.2% | -23.5% | +21.2% |
| 3Y | +230.8% | -9.0% | +239.9% | +254.0% |
| All | +230.8% | -9.4% | +240.2% | +254.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling