+5.3%
HUM vs PFG
+110.9%
-105.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +2.0% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | +5.4% | +2.9% | +2.5% | +4.7% |
| 3M | +11.4% | +6.7% | +4.7% | +9.7% |
| 6M | +141.5% | +33.8% | +107.7% | +126.1% |
| YTD | +61.2% | +35.0% | +26.2% | +50.7% |
| 1Y | +49.2% | +46.4% | +2.7% | +37.2% |
| 3Y | -9.0% | +71.6% | -80.7% | -19.4% |
| All | +5.3% | +110.9% | -105.6% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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