+52.4%
RSP vs HUM
-11.5%
+64.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -2.5% | +3.7% | -6.2% | -2.8% |
| 3M | +3.0% | +10.4% | -7.4% | +2.3% |
| 6M | +8.9% | +125.7% | -116.8% | +3.0% |
| YTD | +13.0% | +57.3% | -44.4% | +9.1% |
| 1Y | +16.2% | +48.6% | -32.4% | +12.5% |
| All | +52.4% | -11.5% | +64.0% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling