+27.7%
JCI vs HUM
+51.1%
-23.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.1% | -6.3% |
| 7D | -10.7% | +1.6% | -12.3% | -10.7% |
| 30D | -10.4% | +3.5% | -13.9% | -10.4% |
| 3M | -8.3% | +15.5% | -23.8% | -7.8% |
| 6M | -2.1% | +76.2% | -78.3% | +0.7% |
| YTD | +18.4% | +64.5% | -46.2% | +19.0% |
| 1Y | +27.7% | +50.0% | -22.4% | +25.6% |
| All | +27.7% | +51.1% | -23.4% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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