+87.0%
HUM vs PENG
+751.0%
-664.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.2% | +7.3% | -7.5% | -0.9% |
| 30D | +3.7% | -7.5% | +11.2% | +4.3% |
| 3M | +10.4% | -17.2% | +27.6% | +10.8% |
| 6M | +125.7% | +176.7% | -51.0% | +101.6% |
| YTD | +57.3% | +161.0% | -103.7% | +40.9% |
| 1Y | +48.6% | +108.8% | -60.2% | +35.1% |
| 3Y | -11.3% | +109.8% | -121.1% | -23.0% |
| 5Y | +0.8% | +111.7% | -110.9% | -15.4% |
| All | +87.0% | +751.0% | -664.0% | +33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling