-11.3%
HUM vs PCOR
+43.2%
-54.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.6% |
| 7D | +3.1% | +22.2% | -19.1% | +0.7% |
| 30D | -1.8% | +36.0% | -37.8% | -5.2% |
| 3M | +10.2% | +34.0% | -23.8% | +6.2% |
| 6M | +54.6% | +43.5% | +11.1% | +47.5% |
| YTD | +66.8% | +5.1% | +61.7% | +64.4% |
| 1Y | +70.1% | -3.9% | +74.1% | +69.3% |
| 3Y | -11.3% | +52.9% | -64.3% | -12.8% |
| All | -11.3% | +43.2% | -54.6% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling