+30.6%
HUM vs PEG
-7.0%
+37.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.3% |
| 7D | +4.2% | +0.7% | +3.5% | +4.3% |
| 30D | +10.4% | -2.4% | +12.8% | +9.7% |
| 3M | +15.1% | -4.8% | +19.9% | +13.9% |
| 6M | +120.9% | -10.7% | +131.6% | +116.7% |
| YTD | +57.9% | -6.7% | +64.6% | +57.1% |
| 1Y | +30.6% | -6.8% | +37.4% | +29.5% |
| All | +30.6% | -7.0% | +37.5% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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