-21.5%
PINS vs HUM
+106.0%
-127.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.2% |
| 7D | +1.0% | +3.7% | -2.7% | -0.1% |
| 30D | -12.0% | +5.5% | -17.5% | -13.4% |
| 3M | -17.9% | +17.1% | -35.0% | -21.7% |
| 6M | -1.0% | +48.3% | -49.3% | -12.2% |
| YTD | -26.0% | +77.4% | -103.4% | -38.5% |
| 1Y | -28.5% | +92.6% | -121.0% | -42.1% |
| 3Y | -39.2% | -6.1% | -33.1% | -39.6% |
| 5Y | -58.3% | +6.2% | -64.6% | -62.6% |
| All | -21.5% | +106.0% | -127.5% | -45.1% |
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 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