-9.0%
HUM vs OSCR
+401.8%
-410.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +2.1% | +1.6% | +0.4% | +1.9% |
| 30D | +5.4% | +10.7% | -5.3% | +4.1% |
| 3M | +11.4% | +13.4% | -1.9% | +9.6% |
| 6M | +141.5% | +144.6% | -3.0% | +120.0% |
| YTD | +61.2% | +128.0% | -66.9% | +47.8% |
| 1Y | +49.2% | +68.7% | -19.5% | +38.8% |
| 3Y | -9.0% | +398.8% | -407.8% | -21.9% |
| All | -9.0% | +401.8% | -410.9% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling