+161.2%
PANW vs HUM
-9.4%
+170.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.5% |
| 7D | -0.8% | +2.1% | -2.8% | -1.0% |
| 30D | -14.6% | +5.4% | -20.0% | -15.0% |
| 3M | +18.3% | +11.4% | +6.9% | +17.0% |
| 6M | +100.5% | +141.5% | -41.0% | +87.4% |
| YTD | +79.5% | +61.2% | +18.3% | +70.9% |
| 1Y | +66.7% | +49.2% | +17.6% | +59.2% |
| 3Y | +161.2% | -9.0% | +170.3% | +143.8% |
| All | +161.2% | -9.4% | +170.6% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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