+23,435.8%
PH vs HUM
+5,540.8%
+17,895.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -10.3% | +3.7% | -14.0% | -11.0% |
| 3M | +5.1% | +10.4% | -5.3% | +2.9% |
| 6M | +2.3% | +125.7% | -123.4% | -13.0% |
| YTD | +8.7% | +57.3% | -48.7% | -1.8% |
| 1Y | +26.8% | +48.6% | -21.9% | +15.2% |
| 3Y | +139.2% | -11.3% | +150.5% | +132.4% |
| 5Y | +251.1% | +0.8% | +250.3% | +227.5% |
| 10Y | +812.6% | +146.7% | +665.9% | +623.4% |
| All | +23,435.8% | +5,540.8% | +17,895.0% | +10,022.6% |
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 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