-27.1%
RKT vs HUM
+7.4%
-34.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.3% | -0.3% |
| 7D | -6.3% | +2.1% | -8.3% | -6.5% |
| 30D | -6.2% | +5.4% | -11.6% | -6.7% |
| 3M | -1.9% | +11.4% | -13.3% | -3.1% |
| 6M | -13.0% | +141.5% | -154.5% | -21.2% |
| YTD | -31.9% | +61.2% | -93.1% | -36.0% |
| 1Y | -37.6% | +49.2% | -86.7% | -41.1% |
| 3Y | +36.8% | -9.0% | +45.9% | +35.5% |
| 5Y | -9.7% | +7.2% | -16.9% | -16.5% |
| All | -27.1% | +7.4% | -34.5% | -32.6% |
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