+378.1%
PSX vs HUM
+152.7%
+225.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.1% |
| 7D | +1.7% | +2.1% | -0.3% | +1.3% |
| 30D | +15.6% | +5.4% | +10.2% | +14.3% |
| 3M | +46.5% | +11.4% | +35.0% | +42.6% |
| 6M | +55.0% | +141.5% | -86.5% | +26.5% |
| YTD | +105.3% | +61.2% | +44.1% | +81.9% |
| 1Y | +101.6% | +49.2% | +52.4% | +80.7% |
| 3Y | +134.1% | -9.0% | +143.2% | +132.1% |
| 5Y | +368.7% | +7.2% | +361.5% | +312.9% |
| All | +378.1% | +152.7% | +225.4% | +215.1% |
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