-18.7%
JD vs HUM
+47.4%
-66.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.6% | -1.4% | -1.2% | -2.6% |
| 30D | -15.4% | +7.5% | -22.8% | -15.5% |
| 3M | -5.0% | +10.2% | -15.2% | -5.4% |
| 6M | +0.9% | +132.5% | -131.6% | -0.9% |
| YTD | -2.5% | +57.6% | -60.1% | -2.8% |
| All | -18.7% | +47.4% | -66.1% | -18.9% |
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 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