+69,276.3%
ROST vs HUM
+5,540.8%
+63,735.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -11.4% | +3.7% | -15.1% | -12.0% |
| 3M | -1.6% | +10.4% | -12.0% | -3.5% |
| 6M | +6.8% | +125.7% | -118.9% | -7.2% |
| YTD | +25.8% | +57.3% | -31.5% | +15.2% |
| 1Y | +52.4% | +48.6% | +3.8% | +40.1% |
| 3Y | +94.4% | -11.3% | +105.7% | +89.5% |
| 5Y | +108.2% | +0.8% | +107.4% | +96.3% |
| 10Y | +308.5% | +146.7% | +161.8% | +233.9% |
| All | +69,276.3% | +5,540.8% | +63,735.4% | +30,885.5% |
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 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