-9.0%
HUM vs PPG
-17.4%
+8.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.8% | +2.2% |
| 7D | +2.1% | -6.2% | +8.3% | +3.0% |
| 30D | +5.4% | -7.9% | +13.3% | +6.6% |
| 3M | +11.4% | -10.2% | +21.6% | +13.0% |
| 6M | +141.5% | +2.7% | +138.8% | +138.5% |
| YTD | +61.2% | +4.9% | +56.3% | +58.2% |
| 1Y | +49.2% | -3.2% | +52.3% | +48.0% |
| 3Y | -9.0% | -17.0% | +8.0% | -4.8% |
| All | -9.0% | -17.4% | +8.3% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling