+77.8%
JNJ vs HUM
-9.4%
+87.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.4% |
| 7D | -3.5% | +2.1% | -5.6% | -3.6% |
| 30D | +2.3% | +5.4% | -3.1% | +2.1% |
| 3M | +12.0% | +11.4% | +0.6% | +11.3% |
| 6M | +10.5% | +141.5% | -131.0% | +5.9% |
| YTD | +30.4% | +61.2% | -30.8% | +27.4% |
| 1Y | +52.1% | +49.2% | +3.0% | +49.2% |
| 3Y | +77.8% | -9.0% | +86.8% | +77.8% |
| All | +77.8% | -9.4% | +87.2% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling