+86.1%
HUM vs PENG
+103.2%
-17.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.7% |
| 7D | +4.8% | -16.1% | +20.9% | +5.9% |
| 30D | +1.6% | -41.5% | +43.1% | +5.4% |
| 3M | +13.8% | -19.1% | +32.9% | +14.5% |
| 6M | +60.0% | +0.9% | +59.1% | +49.8% |
| YTD | +72.7% | +128.2% | -55.6% | +41.1% |
| 1Y | +86.1% | +98.6% | -12.4% | +56.7% |
| All | +86.1% | +103.2% | -17.1% | +56.7% |
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