+42,231.2%
PGR vs HUM
+5,678.7%
+36,552.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.3% |
| 7D | -0.6% | +2.1% | -2.7% | -0.9% |
| 30D | +4.9% | +5.4% | -0.5% | +4.0% |
| 3M | +7.6% | +11.4% | -3.8% | +5.5% |
| 6M | +8.3% | +141.5% | -133.3% | -7.1% |
| YTD | +1.7% | +61.2% | -59.5% | -7.4% |
| 1Y | -6.8% | +49.2% | -56.0% | -14.6% |
| 3Y | +73.4% | -9.0% | +82.5% | +68.6% |
| 5Y | +161.2% | +7.2% | +154.0% | +143.8% |
| 10Y | +819.5% | +152.7% | +666.8% | +631.6% |
| All | +42,231.2% | +5,678.7% | +36,552.4% | +17,689.1% |
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 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