-9.0%
HUM vs PEG
+31.8%
-40.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.1% | -0.9% | +2.9% | +2.1% |
| 30D | +5.4% | -3.7% | +9.1% | +5.5% |
| 3M | +11.4% | -7.3% | +18.7% | +11.6% |
| 6M | +141.5% | -10.5% | +152.0% | +142.4% |
| YTD | +61.2% | -7.5% | +68.7% | +61.3% |
| 1Y | +49.2% | -8.7% | +57.9% | +49.5% |
| 3Y | -9.0% | +31.4% | -40.4% | -12.2% |
| All | -9.0% | +31.8% | -40.8% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling