-4.2%
HUM vs PCOR
-35.6%
+31.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.9% | -0.5% |
| 7D | -0.2% | -9.0% | +8.8% | +0.5% |
| 30D | +3.7% | -7.0% | +10.7% | +4.2% |
| 3M | +10.4% | +18.3% | -7.9% | +8.5% |
| 6M | +125.7% | -7.8% | +133.5% | +125.7% |
| YTD | +57.3% | -25.6% | +82.9% | +59.8% |
| 1Y | +48.6% | -22.7% | +71.3% | +50.4% |
| 3Y | -11.3% | -17.7% | +6.4% | -11.5% |
| 5Y | +0.8% | -42.0% | +42.9% | -1.3% |
| All | -4.2% | -35.6% | +31.3% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling