+47.6%
ON vs HUM
+51.1%
-3.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.8% | +1.6% | -7.4% | -6.0% |
| 30D | -17.1% | +3.5% | -20.6% | -17.5% |
| 3M | -11.8% | +15.5% | -27.3% | -13.4% |
| 6M | -30.2% | +76.2% | -106.4% | -34.5% |
| YTD | +31.6% | +64.5% | -33.0% | +21.3% |
| 1Y | +47.6% | +50.0% | -2.5% | +41.5% |
| All | +47.6% | +51.1% | -3.5% | +41.5% |
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