-39.5%
ROL vs HUM
+50.8%
-90.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.5% |
| 7D | -3.2% | +2.1% | -5.2% | -3.2% |
| 30D | -4.9% | +5.4% | -10.3% | -4.9% |
| 3M | -25.8% | +11.4% | -37.2% | -26.0% |
| 6M | -37.6% | +141.5% | -179.1% | -38.6% |
| YTD | -41.5% | +61.2% | -102.7% | -41.7% |
| 1Y | -39.5% | +49.2% | -88.6% | -39.9% |
| All | -39.5% | +50.8% | -90.3% | -39.9% |
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