+210.9%
PM vs HUM
+152.7%
+58.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.4% |
| 7D | +4.7% | +2.1% | +2.6% | +4.4% |
| 30D | +2.6% | +5.4% | -2.8% | +1.8% |
| 3M | +6.6% | +11.4% | -4.8% | +4.6% |
| 6M | +16.5% | +141.5% | -125.0% | +1.3% |
| YTD | +21.2% | +61.2% | -40.0% | +11.4% |
| 1Y | +17.9% | +49.2% | -31.2% | +9.2% |
| 3Y | +129.8% | -9.0% | +138.9% | +131.6% |
| 5Y | +133.0% | +7.2% | +125.9% | +116.4% |
| All | +210.9% | +152.7% | +58.2% | +157.8% |
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