-28.3%
ON vs HUM
-11.4%
-16.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.7% | -1.4% | -3.3% | -4.6% |
| 30D | -13.5% | +7.5% | -21.0% | -14.0% |
| 3M | -36.3% | +10.2% | -46.5% | -36.8% |
| 6M | +17.8% | +132.5% | -114.8% | +10.0% |
| YTD | +29.6% | +57.6% | -28.0% | +23.7% |
| 1Y | +45.8% | +48.6% | -2.8% | +39.4% |
| All | -28.3% | -11.4% | -16.9% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling