+1,128.3%
PSX vs HUM
+408.6%
+719.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +1.5% | -1.4% | +2.9% | +1.8% |
| 30D | +15.8% | +7.5% | +8.3% | +14.1% |
| 3M | +43.0% | +10.2% | +32.8% | +39.7% |
| 6M | +61.1% | +132.5% | -71.4% | +33.7% |
| YTD | +104.5% | +57.6% | +46.9% | +82.9% |
| 1Y | +102.5% | +48.6% | +53.9% | +82.3% |
| 3Y | +133.5% | -11.2% | +144.6% | +129.9% |
| 5Y | +367.0% | +4.8% | +362.2% | +321.4% |
| 10Y | +382.3% | +147.1% | +235.2% | +248.8% |
| All | +1,128.3% | +408.6% | +719.7% | +656.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling