-17.5%
PINS vs HUM
+84.1%
-101.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -5.2% | +2.1% | -7.3% | -5.8% |
| 30D | -14.9% | +4.7% | -19.6% | -16.1% |
| 3M | -8.4% | +13.5% | -21.9% | -12.1% |
| 6M | +0.6% | +126.7% | -126.0% | -21.4% |
| YTD | -22.2% | +58.5% | -80.8% | -33.0% |
| 1Y | -46.9% | +31.7% | -78.7% | -52.0% |
| 3Y | -26.9% | -10.6% | -16.3% | -27.0% |
| 5Y | -63.0% | +2.5% | -65.5% | -66.8% |
| All | -17.5% | +84.1% | -101.6% | -40.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling