+152.3%
HUM vs PEG
+148.0%
+4.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.1% | -0.9% | +2.9% | +2.4% |
| 30D | +5.4% | -3.7% | +9.1% | +6.7% |
| 3M | +11.4% | -7.3% | +18.7% | +14.1% |
| 6M | +141.5% | -10.5% | +152.0% | +149.3% |
| YTD | +61.2% | -7.5% | +68.7% | +63.9% |
| 1Y | +49.2% | -8.7% | +57.9% | +52.2% |
| 3Y | -9.0% | +31.4% | -40.4% | -21.7% |
| 5Y | +7.2% | +37.8% | -30.6% | -11.2% |
| All | +152.3% | +148.0% | +4.3% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling