+88.7%
RIG vs HUM
+31.0%
+57.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.6% |
| 7D | +0.9% | +4.2% | -3.3% | +0.2% |
| 30D | +13.8% | +10.4% | +3.4% | +11.9% |
| 3M | -6.4% | +15.1% | -21.5% | -8.9% |
| 6M | -8.2% | +120.9% | -129.1% | -20.7% |
| YTD | +41.6% | +57.9% | -16.3% | +28.8% |
| 1Y | +88.7% | +30.6% | +58.2% | +80.9% |
| All | +88.7% | +31.0% | +57.7% | +80.9% |
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 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