-11.1%
HUM vs ONTO
+106.2%
-117.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | -1.4% | +6.5% | -7.9% | -1.6% |
| 30D | +7.5% | -15.9% | +23.4% | +7.9% |
| 3M | +10.2% | -0.2% | +10.4% | +10.2% |
| 6M | +132.5% | +38.7% | +93.8% | +131.2% |
| YTD | +57.6% | +70.4% | -12.7% | +56.4% |
| 1Y | +48.6% | +153.6% | -105.0% | +47.7% |
| All | -11.1% | +106.2% | -117.2% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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