-13.0%
PYPL vs HUM
-11.4%
-1.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -5.9% | -1.4% | -4.5% | -5.9% |
| 30D | -9.4% | +7.5% | -16.9% | -9.7% |
| 3M | +31.3% | +10.2% | +21.1% | +30.7% |
| 6M | +19.1% | +132.5% | -113.4% | +14.6% |
| YTD | -7.9% | +57.6% | -65.5% | -9.5% |
| 1Y | -17.9% | +48.6% | -66.5% | -19.1% |
| All | -13.0% | -11.4% | -1.6% | -12.5% |
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