-42.2%
RIG vs HUM
+152.7%
-194.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -2.4% |
| 7D | -3.1% | +2.1% | -5.1% | -3.7% |
| 30D | -0.5% | +5.4% | -5.9% | -2.1% |
| 3M | -6.0% | +11.4% | -17.4% | -9.4% |
| 6M | -10.1% | +141.5% | -151.6% | -32.0% |
| YTD | +37.3% | +61.2% | -23.9% | +15.9% |
| 1Y | +73.9% | +49.2% | +24.8% | +49.6% |
| 3Y | -30.2% | -9.0% | -21.1% | -32.0% |
| 5Y | +62.5% | +7.2% | +55.3% | +37.5% |
| All | -42.2% | +152.7% | -194.9% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling