+104.2%
HAS vs ALLY
+182.4%
-78.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.2% |
| 7D | +2.0% | -2.8% | +4.8% | +3.1% |
| 30D | +30.9% | +1.9% | +29.0% | +30.0% |
| 3M | +28.8% | -12.1% | +40.9% | +35.0% |
| 6M | +32.3% | -9.0% | +41.3% | +36.2% |
| YTD | +54.7% | -12.9% | +67.6% | +61.3% |
| 1Y | +63.2% | -0.1% | +63.3% | +61.5% |
| 3Y | +220.7% | +64.6% | +156.1% | +154.3% |
| 5Y | +53.3% | -10.1% | +63.4% | +46.6% |
| 10Y | +104.2% | +176.7% | -72.5% | +20.4% |
| All | +104.2% | +182.4% | -78.2% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling