+16.0%
RF vs HUM
+30.0%
-14.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -4.0% | +3.7% | -7.7% | -4.3% |
| 3M | +5.6% | +10.4% | -4.8% | +4.8% |
| 6M | +13.1% | +125.7% | -112.7% | +5.3% |
| YTD | +13.6% | +57.3% | -43.8% | +8.3% |
| 1Y | +16.0% | +48.6% | -32.7% | +10.1% |
| All | +16.0% | +30.0% | -14.1% | +10.1% |
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