-25.7%
RKT vs HUM
+4.8%
-30.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -1.0% | -0.2% | -0.7% | -0.9% |
| 30D | -2.4% | +3.7% | -6.1% | -2.8% |
| 3M | +1.9% | +10.4% | -8.5% | +0.7% |
| 6M | -13.9% | +125.7% | -139.6% | -21.5% |
| YTD | -30.6% | +57.3% | -88.0% | -34.7% |
| 1Y | -34.4% | +48.6% | -83.0% | -38.1% |
| 3Y | +38.2% | -11.3% | +49.5% | +37.2% |
| 5Y | -9.7% | +0.8% | -10.5% | -15.5% |
| All | -25.7% | +4.8% | -30.5% | -31.2% |
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 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