-10.6%
HUM vs ALLE
+49.7%
-60.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +2.1% | +2.8% | -0.7% | +1.7% |
| 30D | +4.7% | -7.6% | +12.3% | +5.8% |
| 3M | +13.5% | +22.8% | -9.3% | +9.7% |
| 6M | +126.7% | +4.6% | +122.1% | +125.2% |
| YTD | +58.5% | -1.2% | +59.8% | +59.0% |
| 1Y | +31.7% | -9.1% | +40.9% | +34.1% |
| 3Y | -10.6% | +50.0% | -60.6% | -8.1% |
| All | -10.6% | +49.7% | -60.3% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling