+2.0%
HUM vs PR
+433.6%
-431.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +4.2% | +2.9% | +1.2% | +4.0% |
| 30D | +10.4% | +18.0% | -7.7% | +9.4% |
| 3M | +15.1% | +16.9% | -1.8% | +14.1% |
| 6M | +120.9% | +28.2% | +92.7% | +117.8% |
| YTD | +57.9% | +69.3% | -11.4% | +53.4% |
| 1Y | +30.6% | +69.5% | -38.9% | +26.7% |
| 3Y | -9.6% | +81.7% | -91.3% | -13.2% |
| All | +2.0% | +433.6% | -431.6% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling