+50.0%
HUM vs PR
+87.5%
-37.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | -0.2% |
| 7D | +1.6% | -12.1% | +13.7% | +1.3% |
| 30D | +3.5% | +0.9% | +2.6% | +3.5% |
| 3M | +15.5% | +10.1% | +5.4% | +16.0% |
| 6M | +76.2% | +1.1% | +75.1% | +77.5% |
| YTD | +64.5% | +63.7% | +0.9% | +66.9% |
| 1Y | +50.0% | +87.0% | -37.0% | +41.7% |
| All | +50.0% | +87.5% | -37.5% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling