+92.6%
HUM vs PR
+78.8%
+13.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.4% |
| 7D | +3.7% | +6.0% | -2.2% | +3.7% |
| 30D | +5.5% | -4.2% | +9.7% | +5.4% |
| 3M | +17.1% | +10.0% | +7.2% | +17.5% |
| 6M | +48.3% | +15.6% | +32.7% | +49.2% |
| YTD | +77.4% | +68.2% | +9.2% | +81.5% |
| 1Y | +92.6% | +79.2% | +13.4% | +90.9% |
| All | +92.6% | +78.8% | +13.8% | +90.9% |
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 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