+152.3%
HUM vs PBF
+374.8%
-222.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.1% |
| 7D | +2.1% | +5.3% | -3.3% | +1.7% |
| 30D | +5.4% | +11.7% | -6.3% | +4.4% |
| 3M | +11.4% | +91.1% | -79.7% | +5.5% |
| 6M | +141.5% | +88.4% | +53.1% | +127.8% |
| YTD | +61.2% | +194.1% | -132.9% | +46.0% |
| 1Y | +49.2% | +180.4% | -131.3% | +35.0% |
| 3Y | -9.0% | +59.3% | -68.4% | -15.4% |
| 5Y | +7.2% | +816.3% | -809.1% | -19.2% |
| All | +152.3% | +374.8% | -222.5% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling