-49.5%
ORCL vs HUM
+51.1%
-100.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -14.4% | +1.6% | -16.0% | -14.6% |
| 30D | -12.8% | +3.5% | -16.4% | -13.3% |
| 3M | -14.8% | +15.5% | -30.3% | -16.3% |
| 6M | -30.9% | +76.2% | -107.1% | -34.3% |
| YTD | -35.7% | +64.5% | -100.2% | -39.0% |
| 1Y | -49.5% | +50.0% | -99.5% | -51.5% |
| All | -49.5% | +51.1% | -100.6% | -51.5% |
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