+5,578.4%
HUM vs PTC
+6,346.6%
-768.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.4% |
| 7D | +4.2% | -10.3% | +14.4% | +5.6% |
| 30D | +10.4% | +1.1% | +9.2% | +10.0% |
| 3M | +15.1% | +1.6% | +13.5% | +14.2% |
| 6M | +120.9% | -13.5% | +134.4% | +123.9% |
| YTD | +57.9% | -19.1% | +77.0% | +61.3% |
| 1Y | +30.6% | -33.9% | +64.4% | +37.1% |
| 3Y | -9.6% | -3.9% | -5.7% | -10.5% |
| 5Y | +1.6% | +6.0% | -4.5% | -1.8% |
| 10Y | +146.4% | +223.7% | -77.3% | +101.4% |
| All | +5,578.4% | +6,346.6% | -768.2% | +1,973.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling