+707.1%
HUM vs PSLV
+109.5%
+597.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | +2.1% | -3.5% | +5.5% | +2.2% |
| 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% | +143.5% |
| YTD | +61.2% | -11.4% | +72.6% | +60.7% |
| 1Y | +49.2% | +48.6% | +0.6% | +45.4% |
| 3Y | -9.0% | +166.9% | -175.9% | -14.5% |
| 5Y | +7.2% | +152.4% | -145.2% | +0.7% |
| 10Y | +152.7% | +187.8% | -35.1% | +131.3% |
| All | +707.1% | +109.5% | +597.6% | +606.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling