+4,152.3%
HUM vs PFG
+989.9%
+3,162.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.2% | +3.2% | -3.5% | -1.2% |
| 30D | +3.7% | +0.9% | +2.8% | +3.4% |
| 3M | +10.4% | +7.7% | +2.7% | +7.9% |
| 6M | +125.7% | +29.0% | +96.8% | +109.9% |
| YTD | +57.3% | +32.5% | +24.9% | +45.2% |
| 1Y | +48.6% | +47.3% | +1.3% | +33.1% |
| 3Y | -11.3% | +68.2% | -79.5% | -24.6% |
| 5Y | +0.8% | +108.5% | -107.7% | -21.1% |
| 10Y | +146.7% | +241.4% | -94.7% | +58.8% |
| All | +4,152.3% | +989.9% | +3,162.4% | +1,565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling