+16.5%
JD vs HUM
+152.7%
-136.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | -0.1% |
| 7D | -4.2% | +2.1% | -6.3% | -4.5% |
| 30D | -14.4% | +5.4% | -19.8% | -15.0% |
| 3M | -3.6% | +11.4% | -15.0% | -5.0% |
| 6M | -0.3% | +141.5% | -141.8% | -11.0% |
| YTD | -2.4% | +61.2% | -63.5% | -8.6% |
| 1Y | -18.5% | +49.2% | -67.7% | -23.3% |
| 3Y | -7.0% | -9.0% | +2.0% | -6.4% |
| 5Y | -61.7% | +7.2% | -68.9% | -64.2% |
| All | +16.5% | +152.7% | -136.1% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling