+54.8%
ON vs HUM
+31.0%
+23.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +2.4% | +4.2% | -1.7% | +1.9% |
| 30D | -3.3% | +10.4% | -13.7% | -4.6% |
| 3M | -43.6% | +15.1% | -58.6% | -44.5% |
| 6M | +19.0% | +120.9% | -102.0% | +5.7% |
| YTD | +37.4% | +57.9% | -20.6% | +26.7% |
| 1Y | +54.8% | +30.6% | +24.2% | +45.5% |
| All | +54.8% | +31.0% | +23.8% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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