+400.9%
HUM vs ALLE
+338.1%
+62.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +7.7% | +1.6% | +6.2% | +7.2% |
| 30D | +5.8% | +24.1% | -18.3% | -1.8% |
| 3M | +14.3% | +14.8% | -0.5% | +8.8% |
| 6M | +50.9% | +45.9% | +5.0% | +31.6% |
| YTD | +74.9% | +20.7% | +54.1% | +61.9% |
| 1Y | +86.9% | +14.2% | +72.7% | +76.5% |
| 3Y | -6.7% | +90.7% | -97.3% | -28.0% |
| 5Y | +4.8% | +50.6% | -45.8% | -13.5% |
| 10Y | +150.1% | +208.9% | -58.8% | +54.2% |
| All | +400.9% | +338.1% | +62.8% | +180.0% |
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