+49.2%
HUM vs JAAA
+4.9%
+44.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.1% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | +5.4% | +0.5% | +4.9% | +4.6% |
| 3M | +11.4% | +1.3% | +10.1% | +9.5% |
| 6M | +141.5% | +2.8% | +138.7% | +136.7% |
| YTD | +61.2% | +3.3% | +57.9% | +58.1% |
| 1Y | +49.2% | +4.9% | +44.2% | +61.7% |
| All | +49.2% | +4.9% | +44.2% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling