+30.6%
HUM vs PNR
-43.1%
+73.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +4.2% | -2.4% | +6.5% | +4.2% |
| 30D | +10.4% | -12.8% | +23.1% | +10.8% |
| 3M | +15.1% | -17.0% | +32.1% | +15.9% |
| 6M | +120.9% | -37.4% | +158.3% | +130.8% |
| YTD | +57.9% | -41.6% | +99.5% | +66.9% |
| 1Y | +30.6% | -44.6% | +75.2% | +42.9% |
| All | +30.6% | -43.1% | +73.6% | +42.9% |
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