+36.8%
RKT vs HUM
-9.4%
+46.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.3% | -0.2% |
| 7D | -6.3% | +2.1% | -8.3% | -6.4% |
| 30D | -6.2% | +5.4% | -11.6% | -6.4% |
| 3M | -1.9% | +11.4% | -13.3% | -2.5% |
| 6M | -13.0% | +141.5% | -154.5% | -17.2% |
| YTD | -31.9% | +61.2% | -93.1% | -34.4% |
| 1Y | -37.6% | +49.2% | -86.7% | -39.8% |
| 3Y | +36.8% | -9.0% | +45.9% | +18.2% |
| All | +36.8% | -9.4% | +46.2% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling