+0.8%
HUM vs ALLY
-1.1%
+1.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -0.2% | -1.9% | +1.7% | 0.0% |
| 30D | +3.7% | -4.5% | +8.2% | +4.4% |
| 3M | +10.4% | -2.8% | +13.2% | +10.7% |
| 6M | +125.7% | +10.3% | +115.4% | +122.0% |
| YTD | +57.3% | -5.7% | +63.0% | +58.0% |
| 1Y | +48.6% | +3.9% | +44.7% | +47.1% |
| 3Y | -11.3% | +64.7% | -76.0% | -17.2% |
| 5Y | +0.8% | -2.6% | +3.4% | +1.0% |
| All | +0.8% | -1.1% | +1.9% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling