+30.6%
HUM vs PCOR
-14.7%
+45.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.0% | -0.8% |
| 7D | +4.2% | -9.0% | +13.1% | +5.0% |
| 30D | +10.4% | +4.2% | +6.2% | +9.6% |
| 3M | +15.1% | +14.4% | +0.6% | +13.2% |
| 6M | +120.9% | +0.2% | +120.7% | +119.5% |
| YTD | +57.9% | -20.3% | +78.2% | +64.2% |
| 1Y | +30.6% | -16.1% | +46.7% | +32.0% |
| All | +30.6% | -14.7% | +45.2% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling