+195.8%
ON vs HUM
+6,074.7%
-5,879.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | -1.9% | -0.2% | -1.6% | -1.8% |
| 30D | -11.0% | +3.7% | -14.7% | -12.0% |
| 3M | -39.3% | +10.4% | -49.7% | -41.1% |
| 6M | +19.8% | +125.7% | -105.9% | -4.8% |
| YTD | +31.1% | +57.3% | -26.3% | +13.0% |
| 1Y | +46.0% | +48.6% | -2.6% | +27.2% |
| 3Y | -27.5% | -11.3% | -16.2% | -30.7% |
| 5Y | +56.9% | +0.8% | +56.1% | +40.9% |
| 10Y | +591.8% | +146.7% | +445.2% | +378.3% |
| All | +195.8% | +6,074.7% | -5,879.0% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling