+31.7%
HUM vs PR
+74.4%
-42.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.4% |
| 7D | +2.1% | -0.6% | +2.7% | +2.1% |
| 30D | +4.7% | +17.4% | -12.7% | +4.4% |
| 3M | +13.5% | +21.8% | -8.3% | +13.2% |
| 6M | +126.7% | +27.6% | +99.1% | +124.1% |
| YTD | +58.5% | +71.4% | -12.9% | +55.4% |
| 1Y | +31.7% | +78.3% | -46.6% | +30.2% |
| All | +31.7% | +74.4% | -42.7% | +30.2% |
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