-16.6%
HAL vs ALLY
+98.1%
-114.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.7% |
| 7D | -12.0% | +0.9% | -12.9% | -12.6% |
| 30D | +0.3% | +3.1% | -2.8% | -1.8% |
| 3M | -1.6% | -12.6% | +11.0% | +5.4% |
| 6M | -20.5% | -12.4% | -8.0% | -15.9% |
| YTD | +14.2% | -13.2% | +27.4% | +19.4% |
| 1Y | +18.9% | +1.8% | +17.0% | +12.9% |
| 3Y | -13.7% | +58.0% | -71.7% | -40.3% |
| 5Y | +42.2% | -8.4% | +50.6% | +26.1% |
| 10Y | -16.7% | +195.3% | -212.0% | -65.6% |
| All | -16.6% | +98.1% | -114.6% | -61.2% |
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