+218.5%
PWR vs HUM
-9.4%
+227.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.9% | +5.2% |
| 7D | +4.2% | +2.1% | +2.1% | +4.2% |
| 30D | -4.0% | +5.4% | -9.4% | -4.0% |
| 3M | -4.8% | +11.4% | -16.2% | -4.6% |
| 6M | +14.6% | +141.5% | -126.9% | +16.2% |
| YTD | +54.2% | +61.2% | -7.0% | +55.5% |
| 1Y | +67.1% | +49.2% | +18.0% | +68.2% |
| 3Y | +218.5% | -9.0% | +227.5% | +205.4% |
| All | +218.5% | -9.4% | +227.8% | +205.4% |
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 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