-28.0%
ORCL vs HUM
+31.0%
-59.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +5.3% | +4.2% | +1.1% | +5.0% |
| 30D | +10.0% | +10.4% | -0.4% | +9.3% |
| 3M | -32.6% | +15.1% | -47.6% | -33.0% |
| 6M | +4.9% | +120.9% | -116.0% | +2.8% |
| YTD | -17.8% | +57.9% | -75.7% | -19.6% |
| 1Y | -28.0% | +30.6% | -58.5% | -29.5% |
| All | -28.0% | +31.0% | -59.0% | -29.5% |
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 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