+50.0%
HUM vs PNR
-31.2%
+81.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | 0.0% |
| 7D | +1.6% | +11.9% | -10.3% | +1.9% |
| 30D | +3.5% | +37.1% | -33.6% | +4.2% |
| 3M | +15.5% | +5.7% | +9.8% | +15.9% |
| 6M | +76.2% | -5.7% | +81.9% | +77.4% |
| YTD | +64.5% | -29.8% | +94.3% | +69.0% |
| 1Y | +50.0% | -31.8% | +81.8% | +56.5% |
| All | +50.0% | -31.2% | +81.2% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling