+849.4%
HUM vs PSKY
-44.8%
+894.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | -1.4% | -6.0% | +4.6% | -0.3% |
| 30D | +7.5% | +10.7% | -3.2% | +5.3% |
| 3M | +10.2% | +1.2% | +9.0% | +9.6% |
| 6M | +132.5% | +1.5% | +131.0% | +130.5% |
| YTD | +57.6% | -21.8% | +79.4% | +63.1% |
| 1Y | +48.6% | -30.2% | +78.8% | +55.1% |
| 3Y | -11.2% | -20.1% | +8.9% | -15.3% |
| 5Y | +4.8% | -70.5% | +75.3% | +16.5% |
| 10Y | +147.1% | -75.2% | +222.3% | +145.1% |
| All | +849.4% | -44.8% | +894.2% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling