+5.3%
HUM vs PSLV
+154.2%
-148.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | +2.1% | -3.5% | +5.5% | +2.0% |
| 30D | +5.4% | -2.1% | +7.5% | +5.4% |
| 3M | +11.4% | -1.6% | +13.1% | +11.4% |
| 6M | +141.5% | -25.5% | +167.0% | +140.9% |
| YTD | +61.2% | -11.4% | +72.6% | +61.8% |
| 1Y | +49.2% | +48.6% | +0.6% | +52.1% |
| 3Y | -9.0% | +166.9% | -175.9% | -7.9% |
| All | +5.3% | +154.2% | -148.9% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 5y: compounded portfolio wealth divided by compounded PSLV 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…
5y analysis · Full analysis span regression · 6 months rolling