+152.3%
HUM vs PTC
+205.0%
-52.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.9% |
| 7D | +2.1% | -7.3% | +9.3% | +3.8% |
| 30D | +5.4% | -11.6% | +17.0% | +8.2% |
| 3M | +11.4% | +10.5% | +0.9% | +7.7% |
| 6M | +141.5% | -17.8% | +159.3% | +150.5% |
| YTD | +61.2% | -24.9% | +86.1% | +70.8% |
| 1Y | +49.2% | -36.8% | +86.0% | +65.2% |
| 3Y | -9.0% | -8.7% | -0.3% | -10.2% |
| 5Y | +7.2% | +4.1% | +3.1% | -0.4% |
| All | +152.3% | +205.0% | -52.7% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded PTC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling