+797.8%
PH vs HUM
+152.7%
+645.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.1% |
| 7D | -1.3% | +2.1% | -3.3% | -1.8% |
| 30D | -11.0% | +5.4% | -16.4% | -12.3% |
| 3M | +5.5% | +11.4% | -5.9% | +2.0% |
| 6M | +1.5% | +141.5% | -140.0% | -22.1% |
| YTD | +8.8% | +61.2% | -52.4% | -7.3% |
| 1Y | +24.5% | +49.2% | -24.7% | +7.6% |
| 3Y | +141.2% | -9.0% | +150.2% | +135.3% |
| 5Y | +256.3% | +7.2% | +249.1% | +204.1% |
| All | +797.8% | +152.7% | +645.1% | +419.6% |
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