+152.3%
HUM vs PNR
+66.2%
+86.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.5% | +2.3% |
| 7D | +2.1% | -6.0% | +8.1% | +3.9% |
| 30D | +5.4% | -14.0% | +19.4% | +10.0% |
| 3M | +11.4% | -21.7% | +33.1% | +18.6% |
| 6M | +141.5% | -37.3% | +178.8% | +173.9% |
| YTD | +61.2% | -45.1% | +106.3% | +90.1% |
| 1Y | +49.2% | -49.1% | +98.3% | +80.3% |
| 3Y | -9.0% | -14.8% | +5.8% | -9.8% |
| 5Y | +7.2% | -21.0% | +28.2% | +8.0% |
| All | +152.3% | +66.2% | +86.1% | +68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling