+3,344.9%
PEP vs HUM
+6,259.1%
-2,914.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.1% |
| 7D | +2.9% | +3.7% | -0.8% | +2.5% |
| 30D | +12.5% | +5.5% | +7.0% | +11.7% |
| 3M | +4.5% | +17.1% | -12.6% | +2.4% |
| 6M | -0.5% | +48.3% | -48.8% | -5.5% |
| YTD | +4.4% | +77.4% | -73.0% | -3.7% |
| 1Y | +4.4% | +92.6% | -88.2% | -4.8% |
| 3Y | -3.4% | -6.1% | +2.7% | -5.8% |
| 5Y | +5.2% | +6.2% | -1.1% | 0.0% |
| 10Y | +92.1% | +153.6% | -61.5% | +62.6% |
| All | +3,344.9% | +6,259.1% | -2,914.2% | +1,417.8% |
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