+15.4%
ORCL vs HUM
-6.7%
+22.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +10.4% | +7.7% | +2.6% | +9.8% |
| 30D | -11.2% | +5.8% | -17.0% | -11.6% |
| 3M | -16.8% | +14.3% | -31.1% | -17.6% |
| 6M | -31.5% | +50.9% | -82.4% | -33.0% |
| YTD | -33.9% | +74.9% | -108.8% | -36.0% |
| 1Y | -43.3% | +86.9% | -130.2% | -45.2% |
| All | +15.4% | -6.7% | +22.0% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling