+279.2%
RTX vs HUM
+152.7%
+126.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.8% |
| 7D | -1.5% | +2.1% | -3.6% | -2.0% |
| 30D | -11.0% | +5.4% | -16.4% | -12.1% |
| 3M | +7.7% | +11.4% | -3.7% | +4.5% |
| 6M | -3.9% | +141.5% | -145.4% | -23.7% |
| YTD | +9.0% | +61.2% | -52.2% | -5.4% |
| 1Y | +27.3% | +49.2% | -21.9% | +12.1% |
| 3Y | +172.9% | -9.0% | +181.9% | +168.8% |
| 5Y | +165.2% | +7.2% | +158.0% | +134.5% |
| All | +279.2% | +152.7% | +126.5% | +157.7% |
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 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