+157.7%
HUM vs PR
+169.5%
-11.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | +4.2% | +2.9% | +1.2% | +4.0% |
| 30D | +10.4% | +18.0% | -7.7% | +9.7% |
| 3M | +15.1% | +16.9% | -1.8% | +14.4% |
| 6M | +120.9% | +28.2% | +92.7% | +118.8% |
| YTD | +57.9% | +69.3% | -11.4% | +54.8% |
| 1Y | +30.6% | +69.5% | -38.9% | +27.9% |
| 3Y | -9.6% | +81.7% | -91.3% | -12.1% |
| 5Y | +1.6% | +422.2% | -420.7% | -5.6% |
| 10Y | +146.4% | +110.4% | +36.1% | +150.7% |
| All | +157.7% | +169.5% | -11.8% | +156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling