+15,068.3%
PCAR vs HUM
+5,562.3%
+9,506.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -0.5% | +4.2% | -4.7% | -1.3% |
| 30D | -6.2% | +10.4% | -16.6% | -8.1% |
| 3M | +5.9% | +15.1% | -9.2% | +2.8% |
| 6M | +0.4% | +120.9% | -120.5% | -14.5% |
| YTD | +14.8% | +57.9% | -43.1% | +3.5% |
| 1Y | +30.1% | +30.6% | -0.5% | +20.8% |
| 3Y | +66.7% | -9.6% | +76.3% | +61.0% |
| 5Y | +166.1% | +1.6% | +164.5% | +147.3% |
| 10Y | +353.7% | +146.4% | +207.2% | +247.3% |
| All | +15,068.3% | +5,562.3% | +9,506.0% | +5,346.4% |
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 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