+172.2%
HUM vs PR
+149.9%
+22.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -2.4% |
| 7D | +3.1% | -12.4% | +15.5% | +3.6% |
| 30D | -1.8% | -6.6% | +4.8% | -1.6% |
| 3M | +10.2% | +7.5% | +2.7% | +9.8% |
| 6M | +54.6% | +10.8% | +43.8% | +53.9% |
| YTD | +66.8% | +57.0% | +9.8% | +63.9% |
| 1Y | +70.1% | +67.9% | +2.2% | +66.7% |
| 3Y | -11.3% | +87.6% | -98.9% | -13.9% |
| 5Y | -1.2% | +220.4% | -221.5% | -6.7% |
| 10Y | +147.8% | +64.8% | +82.9% | +154.1% |
| All | +172.2% | +149.9% | +22.3% | +171.3% |
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