+5,566.9%
HUM vs PNR
+3,435.9%
+2,131.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -1.4% | -5.5% | +4.1% | 0.0% |
| 30D | +7.5% | -15.6% | +23.1% | +12.0% |
| 3M | +10.2% | -20.2% | +30.4% | +15.7% |
| 6M | +132.5% | -36.6% | +169.1% | +157.4% |
| YTD | +57.6% | -45.0% | +102.6% | +80.3% |
| 1Y | +48.6% | -47.4% | +96.0% | +72.0% |
| 3Y | -11.2% | -13.7% | +2.6% | -11.1% |
| 5Y | +4.8% | -20.8% | +25.6% | +5.1% |
| 10Y | +147.1% | +65.2% | +81.9% | +98.7% |
| All | +5,566.9% | +3,435.9% | +2,131.0% | +2,312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling