+5.1%
HUM vs PCOR
-9.2%
+14.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +4.8% | +20.7% | -15.9% | +3.1% |
| 30D | +1.6% | +35.7% | -34.0% | -1.0% |
| 3M | +13.8% | +31.1% | -17.2% | +11.0% |
| 6M | +60.0% | +43.1% | +16.9% | +54.5% |
| YTD | +72.7% | +4.8% | +67.8% | +70.3% |
| 1Y | +86.1% | -3.7% | +89.8% | +84.7% |
| 3Y | -7.8% | +46.5% | -54.4% | -11.8% |
| 5Y | +2.7% | -17.3% | +20.0% | -2.4% |
| All | +5.1% | -9.2% | +14.3% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling