+12,917.0%
PCAR vs HUM
+6,259.1%
+6,657.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +4.9% | +3.7% | +1.2% | +4.2% |
| 30D | -1.4% | +5.5% | -6.9% | -2.5% |
| 3M | -18.1% | +17.1% | -35.3% | -20.9% |
| 6M | -4.0% | +48.3% | -52.3% | -11.6% |
| YTD | -1.5% | +77.4% | -78.8% | -13.4% |
| 1Y | +13.2% | +92.6% | -79.4% | -2.2% |
| 3Y | +35.8% | -6.1% | +41.9% | +30.2% |
| 5Y | +114.6% | +6.2% | +108.4% | +97.3% |
| 10Y | +289.6% | +153.6% | +136.0% | +195.6% |
| All | +12,917.0% | +6,259.1% | +6,657.9% | +4,455.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling