+4,986.2%
HUM vs JBL
+43,670.5%
-38,684.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +11.4% | -15.6% | +27.0% | +13.0% |
| 6M | +141.5% | +24.6% | +116.9% | +135.0% |
| YTD | +61.2% | +39.6% | +21.6% | +54.8% |
| 1Y | +49.2% | +48.6% | +0.5% | +42.0% |
| 3Y | -9.0% | +197.3% | -206.3% | -20.4% |
| 5Y | +7.2% | +413.0% | -405.8% | -11.9% |
| 10Y | +152.7% | +1,543.9% | -1,391.2% | +84.1% |
| All | +4,986.2% | +43,670.5% | -38,684.3% | +3,111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling