+5.1%
HUM vs ALLY
-8.7%
+13.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | +6.9% | -2.8% | +9.7% | +7.3% |
| 30D | +3.2% | +1.9% | +1.3% | +2.8% |
| 3M | +20.0% | -12.1% | +32.1% | +22.0% |
| 6M | +63.5% | -9.0% | +72.5% | +65.1% |
| YTD | +75.9% | -12.9% | +88.8% | +78.5% |
| 1Y | +85.7% | -0.1% | +85.8% | +84.9% |
| 3Y | -6.1% | +64.6% | -70.7% | -11.8% |
| 5Y | +5.1% | -10.1% | +15.2% | +9.0% |
| All | +5.1% | -8.7% | +13.8% | +9.0% |
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