+54.3%
JD vs HUM
+262.7%
-208.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | -1.7% | +4.2% | -5.8% | -2.2% |
| 30D | -13.2% | +10.4% | -23.5% | -14.2% |
| 3M | -3.2% | +15.1% | -18.2% | -5.0% |
| 6M | +15.2% | +120.9% | -105.7% | +3.6% |
| YTD | +2.0% | +57.9% | -56.0% | -4.6% |
| 1Y | -5.4% | +30.6% | -35.9% | -9.6% |
| 3Y | -9.1% | -9.6% | +0.5% | -9.3% |
| 5Y | -59.6% | +1.6% | -61.2% | -61.8% |
| 10Y | +26.2% | +146.4% | -120.2% | -1.5% |
| All | +54.3% | +262.7% | -208.4% | +15.5% |
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