-61.8%
JD vs HUM
+0.5%
-62.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.4% |
| 3M | -5.0% | +10.2% | -15.2% | -5.1% |
| 6M | +0.9% | +132.5% | -131.6% | +0.3% |
| YTD | -2.5% | +57.6% | -60.1% | -2.7% |
| 1Y | -16.0% | +48.6% | -64.6% | -16.2% |
| 3Y | -8.5% | -11.2% | +2.6% | -7.0% |
| 5Y | -61.8% | +4.8% | -66.6% | -67.1% |
| All | -61.8% | +0.5% | -62.3% | -67.1% |
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