+250.3%
PH vs HUM
+0.5%
+249.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.1% | -1.4% | -1.7% | -3.0% |
| 30D | -11.8% | +7.5% | -19.3% | -12.5% |
| 3M | +6.9% | +10.2% | -3.3% | +5.7% |
| 6M | -1.3% | +132.5% | -133.8% | -10.2% |
| YTD | +7.0% | +57.6% | -50.7% | +1.0% |
| 1Y | +23.1% | +48.6% | -25.5% | +16.6% |
| 3Y | +135.4% | -11.2% | +146.5% | +130.4% |
| 5Y | +250.3% | +4.8% | +245.5% | +210.2% |
| All | +250.3% | +0.5% | +249.8% | +210.2% |
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