+152.3%
HUM vs PSA
+102.6%
+49.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +2.1% |
| 7D | +2.1% | -1.8% | +3.9% | +2.6% |
| 30D | +5.4% | -8.4% | +13.8% | +8.2% |
| 3M | +11.4% | -7.8% | +19.3% | +13.9% |
| 6M | +141.5% | +0.8% | +140.7% | +138.8% |
| YTD | +61.2% | +16.5% | +44.7% | +51.9% |
| 1Y | +49.2% | +4.7% | +44.4% | +45.6% |
| 3Y | -9.0% | +21.1% | -30.1% | -16.6% |
| 5Y | +7.2% | +14.2% | -7.0% | -1.7% |
| All | +152.3% | +102.6% | +49.7% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling