-23.3%
ONON vs HUM
+4.2%
-27.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -5.3% | -1.4% | -3.9% | -5.2% |
| 30D | -13.1% | +7.5% | -20.6% | -13.8% |
| 3M | -29.3% | +10.2% | -39.6% | -30.1% |
| 6M | -34.5% | +132.5% | -167.1% | -40.7% |
| YTD | -42.2% | +57.6% | -99.9% | -45.5% |
| 1Y | -37.3% | +48.6% | -85.9% | -40.6% |
| 3Y | -9.3% | -11.2% | +1.9% | -8.8% |
| All | -23.3% | +4.2% | -27.5% | -33.7% |
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