+8,374.5%
JNJ vs HUM
+5,678.7%
+2,695.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.6% |
| 7D | -3.5% | +2.1% | -5.6% | -3.8% |
| 30D | +2.3% | +5.4% | -3.1% | +1.6% |
| 3M | +12.0% | +11.4% | +0.6% | +10.3% |
| 6M | +10.5% | +141.5% | -131.0% | -1.5% |
| YTD | +30.4% | +61.2% | -30.8% | +21.5% |
| 1Y | +52.1% | +49.2% | +3.0% | +42.7% |
| 3Y | +77.8% | -9.0% | +86.8% | +74.2% |
| 5Y | +82.9% | +7.2% | +75.7% | +73.8% |
| 10Y | +194.8% | +152.7% | +42.1% | +148.9% |
| All | +8,374.5% | +5,678.7% | +2,695.8% | +3,526.2% |
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