+1,127.7%
RSP vs HUM
+4,071.9%
-2,944.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -0.8% | +4.2% | -4.9% | -1.7% |
| 30D | -0.3% | +10.4% | -10.7% | -2.7% |
| 3M | +4.3% | +15.1% | -10.8% | +0.5% |
| 6M | +8.8% | +120.9% | -112.1% | -10.8% |
| YTD | +15.3% | +57.9% | -42.7% | +1.3% |
| 1Y | +18.3% | +30.6% | -12.3% | +7.8% |
| 3Y | +52.8% | -9.6% | +62.4% | +46.9% |
| 5Y | +51.7% | +1.6% | +50.1% | +38.3% |
| 10Y | +208.5% | +146.4% | +62.0% | +116.7% |
| All | +1,127.7% | +4,071.9% | -2,944.1% | +295.5% |
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