+33,471.1%
ORCL vs HUM
+5,562.3%
+27,908.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | +5.3% | +4.2% | +1.1% | +4.4% |
| 30D | +10.0% | +10.4% | -0.4% | +8.0% |
| 3M | -32.6% | +15.1% | -47.6% | -34.4% |
| 6M | +4.9% | +120.9% | -116.0% | -9.8% |
| YTD | -17.8% | +57.9% | -75.7% | -25.4% |
| 1Y | -28.0% | +30.6% | -58.5% | -33.0% |
| 3Y | +36.0% | -9.6% | +45.6% | +31.5% |
| 5Y | +88.7% | +1.6% | +87.1% | +75.9% |
| 10Y | +346.9% | +146.4% | +200.5% | +243.5% |
| All | +33,471.1% | +5,562.3% | +27,908.9% | +9,901.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling