+275.4%
ORCL vs HUM
+150.3%
+125.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +10.4% | +7.7% | +2.6% | +8.9% |
| 30D | -11.2% | +5.8% | -17.0% | -12.1% |
| 3M | -16.8% | +14.3% | -31.1% | -18.9% |
| 6M | -31.5% | +50.9% | -82.4% | -36.4% |
| YTD | -33.9% | +74.9% | -108.8% | -40.8% |
| 1Y | -43.3% | +86.9% | -130.2% | -49.9% |
| 3Y | +16.5% | -6.7% | +23.1% | +15.4% |
| 5Y | +45.4% | +4.8% | +40.6% | +35.7% |
| All | +275.4% | +150.3% | +125.1% | +206.1% |
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