+53.1%
HAL vs ALLY
-8.7%
+61.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +2.8% |
| 7D | -0.2% | -2.8% | +2.6% | +0.7% |
| 30D | +1.0% | +1.9% | -0.9% | +0.2% |
| 3M | -2.1% | -12.1% | +10.0% | +1.8% |
| 6M | -17.5% | -9.0% | -8.5% | -15.7% |
| YTD | +18.1% | -12.9% | +31.1% | +21.6% |
| 1Y | +19.7% | -0.1% | +19.8% | +16.9% |
| 3Y | -7.9% | +64.6% | -72.5% | -25.9% |
| 5Y | +53.1% | -10.1% | +63.1% | +51.3% |
| All | +53.1% | -8.7% | +61.7% | +51.3% |
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