+2.0%
HUM vs PL
+82.7%
-80.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.2% |
| 7D | +4.2% | -9.3% | +13.5% | +4.4% |
| 30D | +10.4% | -18.9% | +29.3% | +11.1% |
| 3M | +15.1% | -58.4% | +73.4% | +17.7% |
| 6M | +120.9% | -30.3% | +151.2% | +121.3% |
| YTD | +57.9% | -8.1% | +66.1% | +56.5% |
| 1Y | +30.6% | +180.5% | -149.9% | +24.6% |
| 3Y | -9.6% | +444.1% | -453.7% | -17.3% |
| All | +2.0% | +82.7% | -80.6% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling