+2.5%
HUM vs PENG
+107.7%
-105.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | +2.1% | +7.8% | -5.7% | +1.8% |
| 30D | +4.7% | -12.2% | +16.9% | +5.2% |
| 3M | +13.5% | -20.6% | +34.1% | +13.9% |
| 6M | +126.7% | +180.9% | -54.3% | +117.6% |
| YTD | +58.5% | +162.3% | -103.7% | +52.4% |
| 1Y | +31.7% | +107.3% | -75.5% | +27.0% |
| 3Y | -10.6% | +110.8% | -121.4% | -14.8% |
| 5Y | +2.5% | +117.8% | -115.4% | -3.2% |
| All | +2.5% | +107.7% | -105.2% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling