+54.6%
PPL vs HUM
+147.1%
-92.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -1.8% | -1.4% | -0.3% | -1.5% |
| 30D | -2.2% | +7.5% | -9.7% | -3.5% |
| 3M | -3.1% | +10.2% | -13.3% | -5.0% |
| 6M | -8.1% | +132.5% | -140.6% | -22.0% |
| YTD | 0.0% | +57.6% | -57.6% | -9.4% |
| 1Y | -1.3% | +48.6% | -49.9% | -10.1% |
| 3Y | +52.7% | -11.2% | +63.8% | +53.0% |
| 5Y | +37.4% | +4.8% | +32.6% | +26.6% |
| All | +54.6% | +147.1% | -92.5% | +26.2% |
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 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