+413.2%
HUM vs ALLY
+97.2%
+316.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +7.7% | -2.1% | +9.9% | +8.2% |
| 30D | +5.8% | +2.0% | +3.8% | +5.2% |
| 3M | +14.3% | -13.3% | +27.7% | +17.9% |
| 6M | +50.9% | -9.9% | +60.8% | +53.7% |
| YTD | +74.9% | -13.5% | +88.4% | +79.3% |
| 1Y | +86.9% | -2.8% | +89.7% | +86.5% |
| 3Y | -6.7% | +63.4% | -70.1% | -19.3% |
| 5Y | +4.8% | -10.9% | +15.6% | +1.4% |
| 10Y | +150.1% | +174.7% | -24.7% | +57.9% |
| All | +413.2% | +97.2% | +316.0% | +254.2% |
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