+152.3%
HUM vs PBR
+697.0%
-544.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | +2.1% | +5.4% | -3.3% | +1.4% |
| 30D | +5.4% | +22.9% | -17.5% | +2.8% |
| 3M | +11.4% | +19.6% | -8.2% | +8.9% |
| 6M | +141.5% | +16.5% | +125.0% | +136.2% |
| YTD | +61.2% | +86.7% | -25.5% | +47.9% |
| 1Y | +49.2% | +74.7% | -25.6% | +37.9% |
| 3Y | -9.0% | +102.6% | -111.6% | -19.1% |
| 5Y | +7.2% | +566.6% | -559.4% | -23.9% |
| All | +152.3% | +697.0% | -544.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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