+49.8%
HUM vs PCOR
-20.8%
+70.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.5% | +0.7% |
| 7D | +2.1% | -6.9% | +9.0% | +2.7% |
| 30D | +4.7% | -1.5% | +6.2% | +4.6% |
| 3M | +13.5% | +18.5% | -5.0% | +11.0% |
| 6M | +126.7% | -4.7% | +131.3% | +126.7% |
| YTD | +58.5% | -22.8% | +81.3% | +64.6% |
| All | +49.8% | -20.8% | +70.5% | +53.4% |
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