-9.0%
HUM vs PSKY
-18.9%
+9.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.1% | +2.1% |
| 7D | +2.1% | -2.4% | +4.5% | +2.2% |
| 30D | +5.4% | +11.6% | -6.2% | +4.5% |
| 3M | +11.4% | +1.5% | +9.9% | +11.1% |
| 6M | +141.5% | +7.7% | +133.8% | +139.7% |
| YTD | +61.2% | -20.1% | +81.3% | +61.9% |
| 1Y | +49.2% | -38.3% | +87.4% | +51.2% |
| 3Y | -9.0% | -17.7% | +8.7% | -10.1% |
| All | -9.0% | -18.9% | +9.9% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling