+2.7%
HUM vs ALLE
+53.5%
-50.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +4.8% | +0.1% | +4.8% | +4.8% |
| 30D | +1.6% | +25.9% | -24.3% | -2.3% |
| 3M | +13.8% | +14.9% | -1.1% | +11.1% |
| 6M | +60.0% | +42.1% | +17.9% | +50.0% |
| YTD | +72.7% | +20.4% | +52.3% | +66.8% |
| 1Y | +86.1% | +14.9% | +71.3% | +81.5% |
| 3Y | -7.8% | +90.1% | -97.9% | -18.1% |
| 5Y | +2.7% | +53.0% | -50.3% | -3.4% |
| All | +2.7% | +53.5% | -50.8% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling