+5.3%
HUM vs PNR
-21.7%
+27.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.5% | +2.3% |
| 7D | +2.1% | -6.0% | +8.1% | +2.9% |
| 30D | +5.4% | -14.0% | +19.4% | +7.5% |
| 3M | +11.4% | -21.7% | +33.1% | +14.7% |
| 6M | +141.5% | -37.3% | +178.8% | +157.1% |
| YTD | +61.2% | -45.1% | +106.3% | +75.3% |
| 1Y | +49.2% | -49.1% | +98.3% | +64.4% |
| 3Y | -9.0% | -14.8% | +5.8% | -7.7% |
| All | +5.3% | -21.7% | +27.0% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling