+362.6%
PSX vs HUM
+6.5%
+356.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.3% |
| 7D | +1.7% | +2.1% | -0.3% | +1.6% |
| 30D | +15.6% | +5.4% | +10.2% | +15.4% |
| 3M | +46.5% | +11.4% | +35.0% | +45.6% |
| 6M | +55.0% | +141.5% | -86.5% | +48.9% |
| YTD | +105.3% | +61.2% | +44.1% | +100.9% |
| 1Y | +101.6% | +49.2% | +52.4% | +97.7% |
| 3Y | +134.1% | -9.0% | +143.2% | +133.6% |
| All | +362.6% | +6.5% | +356.0% | +332.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling