+0.4%
HUM vs PL
+20.8%
-20.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.4% | -5.0% | +5.0% |
| 7D | +4.6% | -6.8% | +11.5% | +4.8% |
| 30D | +9.6% | -29.3% | +38.9% | +10.8% |
| 3M | +18.4% | -44.8% | +63.1% | +20.5% |
| 6M | +76.9% | -68.4% | +145.3% | +82.0% |
| YTD | +71.0% | -36.4% | +107.3% | +71.3% |
| 1Y | +75.0% | +0.7% | +74.3% | +72.4% |
| 3Y | -7.7% | +455.3% | -463.0% | -15.3% |
| All | +0.4% | +20.8% | -20.4% | -9.8% |
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