+96.9%
PSX vs HUM
+51.1%
+45.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -5.2% | +1.6% | -6.7% | -5.2% |
| 30D | -3.7% | +3.5% | -7.3% | -3.9% |
| 3M | +26.8% | +15.5% | +11.3% | +25.4% |
| 6M | +47.3% | +76.2% | -28.9% | +41.1% |
| YTD | +105.4% | +64.5% | +40.9% | +101.6% |
| 1Y | +96.9% | +50.0% | +46.9% | +97.0% |
| All | +96.9% | +51.1% | +45.8% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling