+50.0%
HUM vs PCOR
+4.0%
+46.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +19.7% | -19.8% | -1.7% |
| 7D | +1.6% | +21.8% | -20.3% | -0.2% |
| 30D | +3.5% | +39.5% | -36.0% | +0.5% |
| 3M | +15.5% | +35.2% | -19.7% | +12.1% |
| 6M | +76.2% | +21.7% | +54.5% | +73.9% |
| YTD | +64.5% | +3.9% | +60.6% | +61.6% |
| 1Y | +50.0% | +6.9% | +43.1% | +47.5% |
| All | +50.0% | +4.0% | +46.0% | +47.5% |
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