+146.7%
HUM vs PR
+88.3%
+58.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.8% |
| 7D | -0.2% | -0.8% | +0.6% | -0.2% |
| 30D | +3.7% | +11.3% | -7.5% | +3.3% |
| 3M | +10.4% | +24.1% | -13.7% | +9.5% |
| 6M | +125.7% | +25.4% | +100.4% | +123.7% |
| YTD | +57.3% | +71.2% | -13.9% | +54.2% |
| 1Y | +48.6% | +78.6% | -30.0% | +45.4% |
| 3Y | -11.3% | +85.2% | -96.6% | -13.8% |
| 5Y | +0.8% | +419.0% | -418.2% | -6.3% |
| 10Y | +146.7% | +86.2% | +60.4% | +153.5% |
| All | +146.7% | +88.3% | +58.4% | +153.5% |
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