+30.6%
HUM vs PENG
+118.5%
-87.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.7% | -1.7% |
| 7D | +4.2% | +4.5% | -0.4% | +3.7% |
| 30D | +10.4% | -7.1% | +17.5% | +10.9% |
| 3M | +15.1% | -27.3% | +42.3% | +16.8% |
| 6M | +120.9% | +169.6% | -48.7% | +89.9% |
| YTD | +57.9% | +164.6% | -106.7% | +35.7% |
| 1Y | +30.6% | +109.5% | -78.9% | +9.1% |
| All | +30.6% | +118.5% | -87.9% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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