+1,144.5%
RSP vs HUM
+4,585.3%
-3,440.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +2.4% | +3.7% | -1.4% | +1.5% |
| 30D | +4.3% | +5.5% | -1.2% | +2.9% |
| 3M | -0.3% | +17.1% | -17.5% | -4.3% |
| 6M | +9.8% | +48.3% | -38.5% | -0.8% |
| YTD | +16.8% | +77.4% | -60.5% | -0.5% |
| 1Y | +19.5% | +92.6% | -73.1% | -0.4% |
| 3Y | +65.1% | -6.1% | +71.3% | +57.6% |
| 5Y | +48.7% | +6.2% | +42.5% | +34.1% |
| 10Y | +213.6% | +153.6% | +59.9% | +118.6% |
| All | +1,144.5% | +4,585.3% | -3,440.8% | +288.7% |
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 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