+152.3%
HUM vs JBL
+1,558.3%
-1,406.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.0% | -2.8% | +1.2% |
| 7D | +2.1% | +2.4% | -0.4% | +1.5% |
| 30D | +5.4% | -13.1% | +18.5% | +8.3% |
| 3M | +11.4% | -15.6% | +27.0% | +14.8% |
| 6M | +141.5% | +24.6% | +116.9% | +126.3% |
| YTD | +61.2% | +39.6% | +21.6% | +46.6% |
| 1Y | +49.2% | +48.6% | +0.5% | +32.7% |
| 3Y | -9.0% | +197.3% | -206.3% | -35.3% |
| 5Y | +7.2% | +413.0% | -405.8% | -37.9% |
| All | +152.3% | +1,558.3% | -1,406.0% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling