+30.6%
HUM vs PFGC
-5.1%
+35.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +4.2% | -2.2% | +6.4% | +4.2% |
| 30D | +10.4% | -11.9% | +22.3% | +10.7% |
| 3M | +15.1% | +5.0% | +10.1% | +13.9% |
| 6M | +120.9% | +8.6% | +112.3% | +117.4% |
| YTD | +57.9% | +9.7% | +48.3% | +54.9% |
| 1Y | +30.6% | -6.3% | +36.8% | +34.5% |
| All | +30.6% | -5.1% | +35.7% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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