+146.7%
HUM vs ALLE
+154.9%
-8.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.4% | -2.8% | +1.3% | -0.5% |
| 30D | +7.5% | -10.2% | +17.7% | +11.3% |
| 3M | +10.2% | +17.4% | -7.2% | +3.6% |
| 6M | +132.5% | +3.3% | +129.2% | +127.4% |
| YTD | +57.6% | -4.2% | +61.9% | +58.1% |
| 1Y | +48.6% | -10.5% | +59.1% | +52.7% |
| 3Y | -11.2% | +45.4% | -56.5% | -25.2% |
| 5Y | +4.8% | +11.9% | -7.1% | -3.5% |
| All | +146.7% | +154.9% | -8.2% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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