+6,445.7%
HUM vs PBR
+1,899.4%
+4,546.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | +2.1% | +5.4% | -3.3% | +1.3% |
| 30D | +5.4% | +22.9% | -17.5% | +2.3% |
| 3M | +11.4% | +19.6% | -8.2% | +8.5% |
| 6M | +141.5% | +16.5% | +125.0% | +135.3% |
| YTD | +61.2% | +86.7% | -25.5% | +46.2% |
| 1Y | +49.2% | +74.7% | -25.6% | +36.3% |
| 3Y | -9.0% | +102.6% | -111.6% | -20.1% |
| 5Y | +7.2% | +566.6% | -559.4% | -23.9% |
| 10Y | +152.7% | +686.1% | -533.4% | +58.4% |
| All | +6,445.7% | +1,899.4% | +4,546.4% | +3,031.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling