+5,695.2%
HUM vs PPG
+2,583.7%
+3,111.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.8% | +2.1% |
| 7D | +2.1% | -6.2% | +8.3% | +4.4% |
| 30D | +5.4% | -7.9% | +13.3% | +8.4% |
| 3M | +11.4% | -10.2% | +21.6% | +15.1% |
| 6M | +141.5% | +2.7% | +138.8% | +135.8% |
| YTD | +61.2% | +4.9% | +56.3% | +55.8% |
| 1Y | +49.2% | -3.2% | +52.3% | +48.2% |
| 3Y | -9.0% | -17.0% | +8.0% | -6.4% |
| 5Y | +7.2% | -23.3% | +30.5% | +10.3% |
| 10Y | +152.7% | +26.4% | +126.3% | +107.1% |
| All | +5,695.2% | +2,583.7% | +3,111.5% | +1,607.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling