+152.3%
HUM vs PEGA
+184.6%
-32.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.1% |
| 7D | +2.1% | -3.0% | +5.1% | +2.5% |
| 30D | +5.4% | +15.9% | -10.5% | +3.1% |
| 3M | +11.4% | +10.8% | +0.6% | +9.1% |
| 6M | +141.5% | -16.5% | +158.0% | +145.5% |
| YTD | +61.2% | -39.0% | +100.2% | +70.9% |
| 1Y | +49.2% | -37.3% | +86.4% | +56.7% |
| 3Y | -9.0% | +59.2% | -68.2% | -21.2% |
| 5Y | +7.2% | -44.9% | +52.0% | +15.9% |
| All | +152.3% | +184.6% | -32.4% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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