+8,798.6%
ROL vs HUM
+5,584.1%
+3,214.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -3.4% | +2.1% | -5.5% | -3.7% |
| 30D | -6.9% | +4.7% | -11.6% | -7.5% |
| 3M | -24.6% | +13.5% | -38.1% | -26.0% |
| 6M | -39.5% | +126.7% | -166.2% | -45.8% |
| YTD | -41.1% | +58.5% | -99.7% | -45.1% |
| 1Y | -37.9% | +31.7% | -69.7% | -41.0% |
| 3Y | +0.8% | -10.6% | +11.4% | -1.2% |
| 5Y | -4.7% | +2.5% | -7.2% | -9.0% |
| 10Y | +207.9% | +148.7% | +59.2% | +159.7% |
| All | +8,798.6% | +5,584.1% | +3,214.5% | +4,994.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling