+147.3%
HUM vs PR
+65.1%
+82.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.5% |
| 7D | +4.8% | -9.5% | +14.3% | +5.2% |
| 30D | +1.6% | -5.7% | +7.3% | +1.8% |
| 3M | +13.8% | +3.0% | +10.8% | +13.6% |
| 6M | +60.0% | +11.8% | +48.2% | +59.2% |
| YTD | +72.7% | +58.5% | +14.2% | +69.5% |
| 1Y | +86.1% | +69.9% | +16.3% | +82.3% |
| 3Y | -7.8% | +84.9% | -92.8% | -10.5% |
| 5Y | +2.7% | +246.4% | -243.7% | -3.3% |
| 10Y | +147.3% | +70.3% | +77.0% | +158.7% |
| All | +147.3% | +65.1% | +82.2% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling