-5.5%
PEP vs HUM
-6.7%
+1.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -0.3% | +7.7% | -8.1% | -0.3% |
| 30D | +11.8% | +5.8% | +6.0% | +11.8% |
| 3M | +3.7% | +14.3% | -10.7% | +3.7% |
| 6M | -4.3% | +50.9% | -55.2% | -4.4% |
| YTD | +2.1% | +74.9% | -72.7% | +2.2% |
| 1Y | +2.5% | +86.9% | -84.4% | +2.3% |
| All | -5.5% | -6.7% | +1.1% | +0.1% |
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 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