+65.0%
PPL vs HUM
+150.6%
-85.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.3% |
| 7D | -1.0% | +6.9% | -7.9% | -2.1% |
| 30D | +3.0% | +3.2% | -0.1% | +2.4% |
| 3M | +1.1% | +20.0% | -18.8% | -2.4% |
| 6M | -0.8% | +63.5% | -64.2% | -9.9% |
| YTD | +3.5% | +75.9% | -72.5% | -8.5% |
| 1Y | -0.9% | +85.7% | -86.6% | -13.5% |
| 3Y | +54.2% | -6.1% | +60.3% | +54.2% |
| 5Y | +46.3% | +5.1% | +41.2% | +36.9% |
| 10Y | +65.0% | +151.6% | -86.5% | +31.1% |
| All | +65.0% | +150.6% | -85.6% | +31.1% |
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