+205.8%
RSP vs HUM
+152.7%
+53.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.3% |
| 7D | -1.9% | +2.1% | -3.9% | -2.3% |
| 30D | -2.8% | +5.4% | -8.2% | -3.9% |
| 3M | +2.8% | +11.4% | -8.6% | +0.2% |
| 6M | +10.2% | +141.5% | -131.3% | -9.6% |
| YTD | +13.1% | +61.2% | -48.1% | +0.4% |
| 1Y | +14.8% | +49.2% | -34.4% | +3.0% |
| 3Y | +52.6% | -9.0% | +61.6% | +50.7% |
| 5Y | +51.6% | +7.2% | +44.5% | +36.9% |
| All | +205.8% | +152.7% | +53.2% | +118.2% |
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 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