+46.5%
PYPL vs HUM
+132.4%
-85.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +1.7% | +2.1% | -0.3% | +1.3% |
| 30D | -9.7% | +4.7% | -14.4% | -10.6% |
| 3M | +29.2% | +13.5% | +15.7% | +25.6% |
| 6M | +13.9% | +126.7% | -112.8% | -4.9% |
| YTD | -8.1% | +58.5% | -66.7% | -17.9% |
| 1Y | -21.4% | +31.7% | -53.1% | -27.2% |
| 3Y | -11.8% | -10.6% | -1.2% | -12.4% |
| 5Y | -81.1% | +2.5% | -83.6% | -82.7% |
| 10Y | +36.9% | +148.7% | -111.7% | -5.7% |
| All | +46.5% | +132.4% | -85.9% | +2.2% |
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