-11.0%
HUM vs PENG
+198.7%
-209.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.3% | -11.7% | -2.9% |
| 7D | +3.1% | -3.8% | +6.9% | +3.0% |
| 30D | -1.8% | -40.1% | +38.3% | +0.3% |
| 3M | +10.2% | -21.8% | +31.9% | +10.8% |
| 6M | +54.6% | +3.3% | +51.3% | +51.7% |
| YTD | +66.8% | +133.6% | -66.8% | +58.3% |
| 1Y | +70.1% | +110.7% | -40.6% | +61.5% |
| All | -11.0% | +198.7% | -209.7% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling