+5.3%
HUM vs OMC
+30.5%
-25.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.8% | +2.4% |
| 7D | +2.1% | -4.4% | +6.4% | +2.8% |
| 30D | +5.4% | -7.6% | +13.0% | +6.7% |
| 3M | +11.4% | +4.5% | +6.9% | +10.0% |
| 6M | +141.5% | -0.3% | +141.8% | +140.3% |
| YTD | +61.2% | -0.1% | +61.3% | +60.2% |
| 1Y | +49.2% | +4.6% | +44.5% | +47.0% |
| 3Y | -9.0% | +10.5% | -19.5% | -11.1% |
| All | +5.3% | +30.5% | -25.2% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 5y: compounded portfolio wealth divided by compounded OMC 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…
5y analysis · Full analysis span regression · 6 months rolling