+36.6%
ORLY vs HUM
-9.4%
+45.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.3% |
| 7D | -2.4% | +2.1% | -4.4% | -2.4% |
| 30D | -6.8% | +5.4% | -12.2% | -6.9% |
| 3M | -4.8% | +11.4% | -16.2% | -5.1% |
| 6M | -9.1% | +141.5% | -150.6% | -11.9% |
| YTD | -5.9% | +61.2% | -67.1% | -7.4% |
| 1Y | -20.4% | +49.2% | -69.6% | -21.5% |
| 3Y | +36.6% | -9.0% | +45.6% | +30.7% |
| All | +36.6% | -9.4% | +45.9% | +30.7% |
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