+394.5%
HUM vs ALLE
+336.8%
+57.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +4.8% | +0.1% | +4.8% | +4.7% |
| 30D | +1.6% | +25.9% | -24.3% | -6.1% |
| 3M | +13.8% | +14.9% | -1.1% | +8.2% |
| 6M | +60.0% | +42.1% | +17.9% | +40.8% |
| YTD | +72.7% | +20.4% | +52.3% | +60.0% |
| 1Y | +86.1% | +14.9% | +71.3% | +75.4% |
| 3Y | -7.8% | +90.1% | -97.9% | -28.8% |
| 5Y | +2.7% | +53.0% | -50.3% | -15.9% |
| 10Y | +147.3% | +208.8% | -61.5% | +52.5% |
| All | +394.5% | +336.8% | +57.8% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling