+114.4%
JCI vs HUM
+6.5%
+107.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | 0.0% | +2.1% |
| 7D | +0.7% | +2.1% | -1.3% | +0.6% |
| 30D | -4.4% | +5.4% | -9.8% | -4.7% |
| 3M | +1.7% | +11.4% | -9.7% | +1.0% |
| 6M | +8.8% | +141.5% | -132.7% | +3.2% |
| YTD | +22.6% | +61.2% | -38.5% | +18.7% |
| 1Y | +36.2% | +49.2% | -12.9% | +32.2% |
| 3Y | +168.0% | -9.0% | +177.1% | +165.7% |
| All | +114.4% | +6.5% | +107.9% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling