+27.3%
PCAR vs HUM
+50.6%
-23.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.6% | -1.4% | -0.1% | -1.5% |
| 30D | -7.3% | +7.5% | -14.8% | -7.8% |
| 3M | +7.8% | +10.2% | -2.4% | +6.8% |
| 6M | +3.6% | +132.5% | -129.0% | -4.8% |
| YTD | +12.9% | +57.6% | -44.8% | +8.3% |
| 1Y | +27.3% | +48.6% | -21.3% | +21.4% |
| All | +27.3% | +50.6% | -23.3% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling