+2,272.4%
JCI vs HUM
+5,550.8%
-3,278.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | +0.4% | -1.4% | +1.8% | +0.6% |
| 30D | -7.7% | +7.5% | -15.2% | -8.7% |
| 3M | +2.8% | +10.2% | -7.5% | +1.1% |
| 6M | +7.2% | +132.5% | -125.3% | -5.6% |
| YTD | +20.0% | +57.6% | -37.7% | +10.9% |
| 1Y | +33.3% | +48.6% | -15.3% | +23.6% |
| 3Y | +161.3% | -11.2% | +172.5% | +155.2% |
| 5Y | +108.8% | +4.8% | +104.0% | +96.4% |
| 10Y | +334.6% | +147.1% | +187.5% | +257.0% |
| All | +2,272.4% | +5,550.8% | -3,278.5% | +1,031.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling