+57.4%
JNJ vs HUM
+31.0%
+26.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | +2.7% | +4.2% | -1.5% | +2.7% |
| 30D | +7.4% | +10.4% | -3.0% | +7.3% |
| 3M | +21.2% | +15.1% | +6.2% | +21.1% |
| 6M | +13.4% | +120.9% | -107.5% | +14.0% |
| YTD | +35.1% | +57.9% | -22.8% | +36.3% |
| 1Y | +57.4% | +30.6% | +26.9% | +59.4% |
| All | +57.4% | +31.0% | +26.4% | +59.4% |
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