+420.5%
HUM vs ALLY
+98.8%
+321.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +3.7% | +0.4% | +3.4% | +3.6% |
| 30D | +5.5% | +5.2% | +0.3% | +4.2% |
| 3M | +17.1% | -13.3% | +30.4% | +20.8% |
| 6M | +48.3% | -6.7% | +54.9% | +49.9% |
| YTD | +77.4% | -12.8% | +90.2% | +81.5% |
| 1Y | +92.6% | +0.7% | +91.9% | +90.6% |
| 3Y | -6.1% | +65.2% | -71.3% | -19.0% |
| 5Y | +6.2% | -10.1% | +16.4% | +2.7% |
| 10Y | +153.6% | +177.0% | -23.3% | +59.9% |
| All | +420.5% | +98.8% | +321.7% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling