+5,556.9%
HUM vs PSA
+13,835.3%
-8,278.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.2% |
| 7D | -0.2% | -2.2% | +2.0% | +0.3% |
| 30D | +3.7% | -9.6% | +13.3% | +6.3% |
| 3M | +10.4% | -7.9% | +18.3% | +12.5% |
| 6M | +125.7% | -2.0% | +127.7% | +125.6% |
| YTD | +57.3% | +15.7% | +41.6% | +50.7% |
| 1Y | +48.6% | +5.8% | +42.9% | +45.7% |
| 3Y | -11.3% | +21.6% | -32.9% | -17.0% |
| 5Y | +0.8% | +13.1% | -12.3% | -5.0% |
| 10Y | +146.7% | +101.3% | +45.4% | +97.9% |
| All | +5,556.9% | +13,835.3% | -8,278.4% | +2,303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling