+146.4%
HUM vs PR
+86.0%
+60.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.4% |
| 7D | +3.7% | +6.0% | -2.2% | +3.5% |
| 30D | +5.5% | -4.2% | +9.7% | +5.6% |
| 3M | +17.1% | +10.0% | +7.2% | +16.7% |
| 6M | +48.3% | +15.6% | +32.7% | +47.4% |
| YTD | +77.4% | +68.2% | +9.2% | +73.8% |
| 1Y | +92.6% | +79.2% | +13.4% | +88.2% |
| 3Y | -6.1% | +94.9% | -101.0% | -8.9% |
| 5Y | +6.2% | +272.8% | -266.5% | -0.3% |
| All | +146.4% | +86.0% | +60.4% | +156.9% |
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