+50.4%
HAS vs ALLY
-6.7%
+57.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.4% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +29.6% | +3.4% | +26.1% | +28.0% |
| 3M | +30.3% | -11.1% | +41.3% | +35.7% |
| 6M | +25.6% | -11.5% | +37.1% | +30.5% |
| YTD | +50.8% | -12.3% | +63.2% | +56.7% |
| 1Y | +63.0% | +1.1% | +61.9% | +60.7% |
| 3Y | +211.6% | +64.8% | +146.8% | +149.7% |
| 5Y | +50.4% | -6.9% | +57.3% | +43.6% |
| All | +50.4% | -6.7% | +57.1% | +43.6% |
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