+55.7%
PPL vs HUM
-8.5%
+64.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.5% | 0.0% |
| 7D | 0.0% | +4.8% | -4.8% | 0.0% |
| 30D | +4.3% | +1.6% | +2.6% | +4.3% |
| 3M | +2.9% | +13.8% | -10.9% | +2.7% |
| 6M | +1.1% | +60.0% | -58.9% | +0.2% |
| YTD | +4.5% | +72.7% | -68.2% | +3.1% |
| 1Y | +0.1% | +86.1% | -86.0% | -1.5% |
| 3Y | +55.7% | -7.8% | +63.5% | +62.4% |
| All | +55.7% | -8.5% | +64.2% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling