+336.5%
ORCL vs HUM
+147.1%
+189.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | -0.7% | -1.4% | +0.7% | -0.5% |
| 30D | +5.1% | +7.5% | -2.4% | +3.8% |
| 3M | -23.7% | +10.2% | -34.0% | -25.1% |
| 6M | +3.1% | +132.5% | -129.4% | -11.3% |
| YTD | -20.8% | +57.6% | -78.4% | -27.6% |
| 1Y | -52.9% | +48.6% | -101.5% | -56.8% |
| 3Y | +25.4% | -11.2% | +36.6% | +24.4% |
| 5Y | +82.4% | +4.8% | +77.6% | +68.2% |
| All | +336.5% | +147.1% | +189.4% | +237.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling