+152.3%
HUM vs PTEN
-15.6%
+167.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.3% |
| 7D | +2.1% | +3.5% | -1.4% | +1.7% |
| 30D | +5.4% | +17.5% | -12.1% | +3.8% |
| 3M | +11.4% | +12.7% | -1.3% | +9.8% |
| 6M | +141.5% | +33.1% | +108.4% | +133.9% |
| YTD | +61.2% | +116.4% | -55.3% | +49.3% |
| 1Y | +49.2% | +141.2% | -92.0% | +36.6% |
| 3Y | -9.0% | -3.8% | -5.2% | -11.6% |
| 5Y | +7.2% | +92.7% | -85.5% | -5.9% |
| All | +152.3% | -15.6% | +167.9% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 10y: compounded portfolio wealth divided by compounded PTEN 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…
10y analysis · Full analysis span regression · 6 months rolling