+134.1%
PSX vs HUM
-9.4%
+143.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.3% |
| 7D | +1.7% | +2.1% | -0.3% | +1.7% |
| 30D | +15.6% | +5.4% | +10.2% | +15.5% |
| 3M | +46.5% | +11.4% | +35.0% | +46.0% |
| 6M | +55.0% | +141.5% | -86.5% | +51.6% |
| YTD | +105.3% | +61.2% | +44.1% | +103.1% |
| 1Y | +101.6% | +49.2% | +52.4% | +99.5% |
| 3Y | +134.1% | -9.0% | +143.2% | +105.8% |
| All | +134.1% | -9.4% | +143.5% | +105.8% |
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