+48.1%
HUM vs ONTO
+695.7%
-647.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -0.1% |
| 7D | +2.1% | +9.7% | -7.6% | +1.1% |
| 30D | +4.7% | -8.8% | +13.5% | +5.4% |
| 3M | +13.5% | +4.5% | +9.0% | +11.9% |
| 6M | +126.7% | +56.4% | +70.3% | +113.0% |
| YTD | +58.5% | +78.1% | -19.5% | +46.4% |
| 1Y | +31.7% | +171.3% | -139.5% | +15.8% |
| 3Y | -10.6% | +118.7% | -129.3% | -25.2% |
| 5Y | +2.5% | +269.4% | -266.9% | -27.4% |
| All | +48.1% | +695.7% | -647.5% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling