-36.0%
ROL vs HUM
+31.0%
-67.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -1.4% | +4.2% | -5.6% | -1.5% |
| 30D | -4.1% | +10.4% | -14.5% | -4.2% |
| 3M | -22.5% | +15.1% | -37.6% | -22.7% |
| 6M | -37.7% | +120.9% | -158.6% | -38.6% |
| YTD | -39.6% | +57.9% | -97.5% | -39.8% |
| 1Y | -36.0% | +30.6% | -66.6% | -35.5% |
| All | -36.0% | +31.0% | -67.0% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling