+5.3%
HUM vs JBL
+409.3%
-404.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.0% | -2.8% | +1.8% |
| 7D | +2.1% | +2.4% | -0.4% | +1.8% |
| 30D | +5.4% | -13.1% | +18.5% | +6.7% |
| 3M | +11.4% | -15.6% | +27.0% | +12.9% |
| 6M | +141.5% | +24.6% | +116.9% | +134.5% |
| YTD | +61.2% | +39.6% | +21.6% | +54.6% |
| 1Y | +49.2% | +48.6% | +0.5% | +41.8% |
| 3Y | -9.0% | +197.3% | -206.3% | -21.4% |
| All | +5.3% | +409.3% | -404.0% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling