+50.0%
HUM vs JBL
+20.8%
+29.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.3% |
| 7D | +1.6% | -11.1% | +12.7% | +2.6% |
| 30D | +3.5% | -14.1% | +17.6% | +4.8% |
| 3M | +15.5% | -23.9% | +39.4% | +17.9% |
| 6M | +76.2% | -24.1% | +100.3% | +78.3% |
| YTD | +64.5% | +13.5% | +51.1% | +56.5% |
| 1Y | +50.0% | +23.7% | +26.3% | +41.6% |
| All | +50.0% | +20.8% | +29.2% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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