-2.9%
HAL vs ALLY
+124.8%
-127.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +2.9% | +3.7% | -0.7% | +0.9% |
| 30D | +17.0% | -2.3% | +19.3% | +18.3% |
| 3M | -9.7% | +3.8% | -13.5% | -12.3% |
| 6M | +8.6% | +9.7% | -1.1% | +0.5% |
| YTD | +33.0% | -1.4% | +34.4% | +30.2% |
| 1Y | +68.3% | +8.2% | +60.1% | +54.6% |
| 3Y | +0.1% | +66.5% | -66.4% | -32.6% |
| 5Y | +102.6% | +1.2% | +101.4% | +71.1% |
| 10Y | +3.8% | +191.4% | -187.6% | -56.9% |
| All | -2.9% | +124.8% | -127.7% | -57.7% |
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