-10.6%
HUM vs PL
+518.4%
-529.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.4% |
| 7D | +2.1% | -7.5% | +9.6% | +2.3% |
| 30D | +4.7% | -25.6% | +30.3% | +5.8% |
| 3M | +13.5% | -45.6% | +59.1% | +15.5% |
| 6M | +126.7% | -29.5% | +156.2% | +126.6% |
| YTD | +58.5% | -9.7% | +68.2% | +56.6% |
| 1Y | +31.7% | +84.4% | -52.6% | +26.4% |
| 3Y | -10.6% | +550.0% | -560.6% | -22.0% |
| All | -10.6% | +518.4% | -529.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling