+1,412.8%
RF vs HUM
+6,169.8%
-4,756.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +0.4% | +7.7% | -7.4% | -1.1% |
| 30D | +5.6% | +5.8% | -0.2% | +4.3% |
| 3M | -8.9% | +14.3% | -23.2% | -11.5% |
| 6M | +7.1% | +50.9% | -43.8% | -1.8% |
| YTD | +8.3% | +74.9% | -66.6% | -4.7% |
| 1Y | +16.8% | +86.9% | -70.1% | +1.4% |
| 3Y | +115.0% | -6.7% | +121.7% | +106.7% |
| 5Y | +46.4% | +4.8% | +41.7% | +35.3% |
| 10Y | +230.2% | +150.1% | +80.2% | +157.1% |
| All | +1,412.8% | +6,169.8% | -4,756.9% | +563.9% |
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