+5.3%
HUM vs PBR
+552.2%
-546.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.3% |
| 7D | +2.1% | +5.4% | -3.3% | +2.0% |
| 30D | +5.4% | +22.9% | -17.5% | +5.3% |
| 3M | +11.4% | +19.6% | -8.2% | +11.3% |
| 6M | +141.5% | +16.5% | +125.0% | +141.1% |
| YTD | +61.2% | +86.7% | -25.5% | +59.2% |
| 1Y | +49.2% | +74.7% | -25.6% | +47.6% |
| 3Y | -9.0% | +102.6% | -111.6% | -11.3% |
| All | +5.3% | +552.2% | -546.8% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling