+546.0%
RKLB vs HUM
+5.9%
+540.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.0% |
| 7D | -2.0% | +2.1% | -4.1% | -2.5% |
| 30D | -22.4% | +5.4% | -27.8% | -23.5% |
| 3M | -45.2% | +11.4% | -56.6% | -46.6% |
| 6M | -12.5% | +141.5% | -154.0% | -28.5% |
| YTD | -9.8% | +61.2% | -71.0% | -21.3% |
| 1Y | +30.0% | +49.2% | -19.2% | +14.8% |
| 3Y | +942.2% | -9.0% | +951.3% | +886.9% |
| 5Y | +236.8% | +7.2% | +229.6% | +199.6% |
| All | +546.0% | +5.9% | +540.1% | +468.7% |
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