+0.8%
HUM vs PAAS
+122.5%
-121.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -0.9% |
| 7D | -0.2% | +2.6% | -2.9% | -0.3% |
| 30D | +3.7% | +2.5% | +1.2% | +3.6% |
| 3M | +10.4% | +15.1% | -4.7% | +9.8% |
| 6M | +125.7% | -12.1% | +137.8% | +125.9% |
| YTD | +57.3% | +3.1% | +54.3% | +56.7% |
| 1Y | +48.6% | +50.8% | -2.2% | +46.3% |
| 3Y | -11.3% | +259.5% | -270.8% | -17.2% |
| 5Y | +0.8% | +126.3% | -125.5% | -0.5% |
| All | +0.8% | +122.5% | -121.7% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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