+144.4%
HUM vs PFGC
+403.3%
-258.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -0.2% | -3.7% | +3.5% | +0.4% |
| 30D | +3.7% | -16.0% | +19.7% | +6.8% |
| 3M | +10.4% | -4.1% | +14.5% | +11.0% |
| 6M | +125.7% | +8.7% | +117.0% | +121.4% |
| YTD | +57.3% | +6.4% | +51.0% | +54.4% |
| 1Y | +48.6% | -8.4% | +57.0% | +49.7% |
| 3Y | -11.3% | +61.8% | -73.1% | -19.7% |
| 5Y | +0.8% | +108.7% | -107.9% | -14.4% |
| 10Y | +146.7% | +298.1% | -151.5% | +82.9% |
| All | +144.4% | +403.3% | -258.9% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling