+163.9%
PCAR vs HUM
+1.5%
+162.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -6.9% | +3.7% | -10.6% | -7.2% |
| 3M | +2.1% | +10.4% | -8.3% | +1.0% |
| 6M | +1.6% | +125.7% | -124.1% | -6.7% |
| YTD | +12.2% | +57.3% | -45.1% | +6.6% |
| 1Y | +28.0% | +48.6% | -20.6% | +22.0% |
| 3Y | +61.0% | -11.3% | +72.3% | +58.9% |
| 5Y | +163.9% | +0.8% | +163.1% | +144.1% |
| All | +163.9% | +1.5% | +162.4% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling