+5,566.9%
HUM vs PNC
+4,054.7%
+1,512.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -1.4% | -0.9% | -0.5% | -1.2% |
| 30D | +7.5% | -4.4% | +11.9% | +8.8% |
| 3M | +10.2% | +5.3% | +4.9% | +8.6% |
| 6M | +132.5% | +19.6% | +112.9% | +120.8% |
| YTD | +57.6% | +19.1% | +38.5% | +49.6% |
| 1Y | +48.6% | +24.3% | +24.3% | +39.2% |
| 3Y | -11.2% | +132.2% | -143.4% | -30.9% |
| 5Y | +4.8% | +52.3% | -47.5% | -10.6% |
| 10Y | +147.1% | +274.8% | -127.7% | +58.9% |
| All | +5,566.9% | +4,054.7% | +1,512.2% | +1,595.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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