+54.2%
RGTI vs HUM
-2.3%
+56.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | +0.6% |
| 7D | +0.5% | +2.1% | -1.6% | +0.4% |
| 30D | -17.1% | +5.4% | -22.5% | -17.3% |
| 3M | -26.0% | +11.4% | -37.4% | -26.3% |
| 6M | -9.9% | +141.5% | -151.4% | -13.5% |
| YTD | -31.1% | +61.2% | -92.2% | -33.1% |
| 1Y | -8.5% | +49.2% | -57.7% | -11.5% |
| 3Y | +652.2% | -9.0% | +661.3% | +648.4% |
| 5Y | +56.8% | +7.2% | +49.6% | +52.4% |
| All | +54.2% | -2.3% | +56.6% | +50.7% |
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