-14.9%
PEP vs HUM
-11.4%
-3.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.4% | -1.4% | +0.1% | -1.4% |
| 30D | -0.2% | +7.5% | -7.7% | -0.2% |
| 3M | -4.3% | +10.2% | -14.5% | -4.3% |
| 6M | -13.2% | +132.5% | -145.7% | -13.6% |
| YTD | -1.9% | +57.6% | -59.5% | -1.9% |
| 1Y | -0.3% | +48.6% | -48.9% | -0.3% |
| All | -14.9% | -11.4% | -3.5% | -12.4% |
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 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