+2,704.7%
HUM vs PEGA
+1,154.6%
+1,550.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.7% |
| 7D | +2.1% | -2.4% | +4.5% | +2.3% |
| 30D | +4.7% | +9.6% | -4.9% | +3.8% |
| 3M | +13.5% | +2.3% | +11.2% | +12.8% |
| 6M | +126.7% | -23.9% | +150.6% | +130.5% |
| YTD | +58.5% | -39.8% | +98.3% | +64.0% |
| 1Y | +31.7% | -37.4% | +69.2% | +35.5% |
| 3Y | -10.6% | +53.1% | -63.8% | -16.4% |
| 5Y | +2.5% | -47.2% | +49.7% | +2.6% |
| 10Y | +148.7% | +174.3% | -25.7% | +116.1% |
| All | +2,704.7% | +1,154.6% | +1,550.1% | +1,705.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling