+49.2%
HUM vs PFGC
-10.1%
+59.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.3% |
| 7D | +2.1% | -4.8% | +6.8% | +2.2% |
| 30D | +5.4% | -12.5% | +17.9% | +5.7% |
| 3M | +11.4% | -9.7% | +21.1% | +11.1% |
| 6M | +141.5% | +7.0% | +134.5% | +137.7% |
| YTD | +61.2% | +4.5% | +56.7% | +59.0% |
| 1Y | +49.2% | -11.6% | +60.7% | +52.7% |
| All | +49.2% | -10.1% | +59.2% | +52.7% |
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