0.0%
HUM vs JAAA
+29.4%
-29.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +5.4% | +0.5% | +4.9% | +5.1% |
| 3M | +11.4% | +1.3% | +10.1% | +10.8% |
| 6M | +141.5% | +2.8% | +138.7% | +138.7% |
| YTD | +61.2% | +3.3% | +57.9% | +59.0% |
| 1Y | +49.2% | +4.9% | +44.2% | +46.2% |
| 3Y | -9.0% | +19.0% | -28.0% | -11.1% |
| 5Y | +7.2% | +26.9% | -19.7% | +6.7% |
| All | 0.0% | +29.4% | -29.4% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling