-41.4%
RIG vs HUM
+3,944.5%
-3,985.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -4.2% | -1.4% | -2.7% | -3.9% |
| 30D | -0.7% | +7.5% | -8.2% | -2.0% |
| 3M | -4.0% | +10.2% | -14.2% | -6.0% |
| 6M | -6.3% | +132.5% | -138.9% | -20.3% |
| YTD | +39.7% | +57.6% | -17.9% | +26.7% |
| 1Y | +78.1% | +48.6% | +29.5% | +62.8% |
| 3Y | -29.5% | -11.2% | -18.3% | -31.3% |
| 5Y | +65.3% | +4.8% | +60.5% | +53.8% |
| 10Y | -41.3% | +147.1% | -188.4% | -52.4% |
| All | -41.4% | +3,944.5% | -3,985.9% | -69.9% |
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