+146.7%
HUM vs ALLY
+190.4%
-43.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -1.4% | -3.3% | +1.8% | -0.7% |
| 30D | +7.5% | -4.1% | +11.5% | +8.4% |
| 3M | +10.2% | +1.4% | +8.8% | +9.7% |
| 6M | +132.5% | +14.4% | +118.2% | +124.5% |
| YTD | +57.6% | -4.9% | +62.6% | +58.4% |
| 1Y | +48.6% | +5.5% | +43.0% | +45.6% |
| 3Y | -11.2% | +66.0% | -77.2% | -23.5% |
| 5Y | +4.8% | -2.4% | +7.2% | -0.3% |
| All | +146.7% | +190.4% | -43.7% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling