+50.0%
HUM vs ALLY
+4.2%
+45.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.9% |
| 7D | +1.6% | +2.4% | -0.8% | +1.0% |
| 30D | +3.5% | +5.6% | -2.0% | +2.2% |
| 3M | +15.5% | -11.7% | +27.2% | +18.7% |
| 6M | +76.2% | -7.0% | +83.2% | +78.1% |
| YTD | +64.5% | -10.4% | +75.0% | +70.4% |
| 1Y | +50.0% | +2.4% | +47.6% | +41.3% |
| All | +50.0% | +4.2% | +45.8% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling