-11.1%
HUM vs PTC
-10.7%
-0.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.4% | -14.2% | +12.8% | +0.5% |
| 30D | +7.5% | -14.4% | +21.9% | +9.5% |
| 3M | +10.2% | -4.7% | +14.9% | +10.4% |
| 6M | +132.5% | -19.3% | +151.8% | +140.2% |
| YTD | +57.6% | -26.1% | +83.7% | +65.7% |
| 1Y | +48.6% | -37.1% | +85.6% | +61.0% |
| All | -11.1% | -10.7% | -0.4% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling