-23.8%
PFE vs HUM
+6.2%
-30.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -1.7% | +3.7% | -5.5% | -2.0% |
| 30D | +0.3% | +5.5% | -5.2% | -0.2% |
| 3M | +9.4% | +17.1% | -7.8% | +7.7% |
| 6M | +14.9% | +48.3% | -33.4% | +10.5% |
| YTD | +23.8% | +77.4% | -53.6% | +16.5% |
| 1Y | +19.5% | +92.6% | -73.0% | +11.3% |
| 3Y | +21.0% | -6.1% | +27.1% | +24.7% |
| All | -23.8% | +6.2% | -30.0% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling