+590.9%
JPM vs HUM
+152.7%
+438.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.2% |
| 7D | -0.7% | +2.1% | -2.7% | -1.2% |
| 30D | -2.5% | +5.4% | -7.8% | -3.7% |
| 3M | +14.1% | +11.4% | +2.7% | +10.9% |
| 6M | +25.1% | +141.5% | -116.4% | -0.1% |
| YTD | +12.1% | +61.2% | -49.1% | -2.1% |
| 1Y | +18.8% | +49.2% | -30.3% | +5.0% |
| 3Y | +163.4% | -9.0% | +172.5% | +158.2% |
| 5Y | +156.5% | +7.2% | +149.4% | +127.4% |
| All | +590.9% | +152.7% | +438.2% | +333.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling