+93.1%
ORCL vs HUM
+1.5%
+91.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.5% |
| 7D | +10.9% | -0.2% | +11.1% | +10.9% |
| 30D | +7.0% | +3.7% | +3.3% | +6.6% |
| 3M | -21.2% | +10.4% | -31.6% | -21.9% |
| 6M | +7.4% | +125.7% | -118.3% | +0.3% |
| YTD | -16.3% | +57.3% | -73.6% | -19.8% |
| 1Y | -32.3% | +48.6% | -80.9% | -35.0% |
| 3Y | +32.6% | -11.3% | +43.9% | +32.2% |
| 5Y | +93.1% | +0.8% | +92.3% | +80.0% |
| All | +93.1% | +1.5% | +91.6% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling