-16.4%
PINS vs HUM
+83.4%
-99.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.8% |
| 7D | -12.0% | +4.2% | -16.2% | -13.1% |
| 30D | -12.7% | +10.4% | -23.0% | -15.2% |
| 3M | -5.5% | +15.1% | -20.6% | -9.6% |
| 6M | +5.3% | +120.9% | -115.7% | -17.2% |
| YTD | -21.2% | +57.9% | -79.1% | -32.1% |
| 1Y | -45.0% | +30.6% | -75.6% | -50.2% |
| 3Y | -26.2% | -9.6% | -16.6% | -26.7% |
| 5Y | -64.0% | +1.6% | -65.5% | -67.5% |
| All | -16.4% | +83.4% | -99.8% | -39.3% |
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