+573.9%
HUM vs PBF
+315.6%
+258.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -0.2% | +1.4% | -1.6% | -0.3% |
| 30D | +3.7% | +15.8% | -12.1% | +2.4% |
| 3M | +10.4% | +90.3% | -79.9% | +4.3% |
| 6M | +125.7% | +102.8% | +22.9% | +111.1% |
| YTD | +57.3% | +187.3% | -130.0% | +42.2% |
| 1Y | +48.6% | +161.8% | -113.2% | +34.8% |
| 3Y | -11.3% | +55.5% | -66.8% | -17.6% |
| 5Y | +0.8% | +801.9% | -801.1% | -24.3% |
| 10Y | +146.7% | +362.2% | -215.6% | +72.1% |
| All | +573.9% | +315.6% | +258.3% | +322.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling