+30.6%
HUM vs OSCR
+75.7%
-45.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +4.2% | +5.8% | -1.7% | +2.5% |
| 30D | +10.4% | +7.1% | +3.3% | +7.7% |
| 3M | +15.1% | +36.7% | -21.6% | +4.2% |
| 6M | +120.9% | +114.3% | +6.6% | +75.0% |
| YTD | +57.9% | +124.4% | -66.5% | +24.2% |
| 1Y | +30.6% | +75.5% | -44.9% | +7.8% |
| All | +30.6% | +75.7% | -45.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling