-68.1%
RGTI vs HUM
+51.1%
-119.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -9.6% | +1.6% | -11.2% | -9.8% |
| 30D | -26.0% | +3.5% | -29.5% | -26.2% |
| 3M | -35.8% | +15.5% | -51.3% | -36.7% |
| 6M | -36.7% | +76.2% | -112.9% | -40.2% |
| YTD | -49.4% | +64.5% | -113.9% | -55.0% |
| 1Y | -68.1% | +50.0% | -118.2% | -70.2% |
| All | -68.1% | +51.1% | -119.2% | -70.2% |
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