+629.3%
ON vs HUM
+152.7%
+476.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.3% | +6.2% | +7.9% |
| 7D | +2.4% | +2.1% | +0.3% | +1.8% |
| 30D | -8.6% | +5.4% | -14.0% | -10.0% |
| 3M | -34.3% | +11.4% | -45.8% | -36.5% |
| 6M | +28.5% | +141.5% | -113.0% | -1.2% |
| YTD | +40.6% | +61.2% | -20.6% | +19.5% |
| 1Y | +55.3% | +49.2% | +6.2% | +34.4% |
| 3Y | -22.2% | -9.0% | -13.1% | -24.5% |
| 5Y | +62.4% | +7.2% | +55.2% | +38.4% |
| All | +629.3% | +152.7% | +476.6% | +410.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling