-21.7%
ONON vs HUM
+6.6%
-28.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.8% |
| 7D | -2.1% | +2.1% | -4.1% | -2.3% |
| 30D | -11.6% | +5.4% | -17.0% | -12.1% |
| 3M | -30.1% | +11.4% | -41.5% | -31.0% |
| 6M | -30.5% | +141.5% | -172.0% | -37.3% |
| YTD | -41.0% | +61.2% | -102.2% | -44.4% |
| 1Y | -36.7% | +49.2% | -85.8% | -40.0% |
| 3Y | -8.6% | -9.0% | +0.4% | -8.4% |
| All | -21.7% | +6.6% | -28.3% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling