+312.1%
ROST vs HUM
+152.7%
+159.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | +0.1% | +1.8% |
| 7D | +0.2% | +2.1% | -1.8% | -0.3% |
| 30D | -6.9% | +5.4% | -12.3% | -8.1% |
| 3M | -3.3% | +11.4% | -14.7% | -6.3% |
| 6M | +9.0% | +141.5% | -132.5% | -14.0% |
| YTD | +28.9% | +61.2% | -32.3% | +11.7% |
| 1Y | +54.0% | +49.2% | +4.8% | +35.2% |
| 3Y | +100.7% | -9.0% | +109.8% | +97.4% |
| 5Y | +116.0% | +7.2% | +108.9% | +89.9% |
| All | +312.1% | +152.7% | +159.4% | +194.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling