+50.0%
HUM vs PFGC
+12.5%
+37.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.5% | -13.6% | -0.3% |
| 7D | +1.6% | +13.9% | -12.3% | +1.4% |
| 30D | +3.5% | +18.4% | -14.8% | +3.2% |
| 3M | +15.5% | -2.5% | +18.0% | +15.3% |
| 6M | +76.2% | +26.0% | +50.2% | +73.2% |
| YTD | +64.5% | +21.9% | +42.7% | +61.7% |
| 1Y | +50.0% | +13.4% | +36.7% | +51.1% |
| All | +50.0% | +12.5% | +37.6% | +51.1% |
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