+352.3%
HUM vs ALLE
+260.9%
+91.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | +4.2% | -0.2% | +4.4% | +4.2% |
| 30D | +10.4% | -6.8% | +17.2% | +12.8% |
| 3M | +15.1% | +21.0% | -6.0% | +7.2% |
| 6M | +120.9% | +1.1% | +119.8% | +118.1% |
| YTD | +57.9% | -0.5% | +58.5% | +56.4% |
| 1Y | +30.6% | -7.3% | +37.8% | +32.6% |
| 3Y | -9.6% | +42.3% | -51.9% | -22.7% |
| 5Y | +1.6% | +13.5% | -11.9% | -7.0% |
| 10Y | +146.4% | +144.0% | +2.4% | +64.4% |
| All | +352.3% | +260.9% | +91.5% | +170.4% |
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 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