+26,501.0%
ORCL vs HUM
+6,259.1%
+20,241.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | +8.0% | +3.7% | +4.2% | +7.2% |
| 30D | -4.0% | +5.5% | -9.5% | -4.9% |
| 3M | -19.5% | +17.1% | -36.6% | -21.9% |
| 6M | -33.5% | +48.3% | -81.7% | -38.3% |
| YTD | -34.8% | +77.4% | -112.2% | -42.2% |
| 1Y | -41.6% | +92.6% | -134.2% | -49.1% |
| 3Y | +13.8% | -6.1% | +19.9% | +9.4% |
| 5Y | +43.4% | +6.2% | +37.1% | +32.5% |
| 10Y | +268.8% | +153.6% | +115.2% | +181.7% |
| All | +26,501.0% | +6,259.1% | +20,241.9% | +7,643.8% |
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 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