+55.3%
ON vs HUM
+50.8%
+4.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.3% | +6.2% | +8.2% |
| 7D | +2.4% | +2.1% | +0.3% | +2.1% |
| 30D | -8.6% | +5.4% | -14.0% | -9.3% |
| 3M | -34.3% | +11.4% | -45.8% | -35.3% |
| 6M | +28.5% | +141.5% | -113.0% | +12.7% |
| YTD | +40.6% | +61.2% | -20.6% | +28.8% |
| 1Y | +55.3% | +49.2% | +6.2% | +43.0% |
| All | +55.3% | +50.8% | +4.5% | +43.0% |
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