+116.1%
PG vs HUM
+152.7%
-36.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.3% |
| 7D | -0.8% | +2.1% | -2.9% | -1.0% |
| 30D | +0.8% | +5.4% | -4.6% | +0.2% |
| 3M | -1.3% | +11.4% | -12.8% | -2.8% |
| 6M | -3.8% | +141.5% | -145.3% | -14.3% |
| YTD | +3.6% | +61.2% | -57.6% | -3.3% |
| 1Y | -5.7% | +49.2% | -54.9% | -11.4% |
| 3Y | +1.6% | -9.0% | +10.6% | +1.8% |
| 5Y | +14.6% | +7.2% | +7.4% | +9.1% |
| All | +116.1% | +152.7% | -36.5% | +99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling