+247.8%
HAS vs ALLY
+101.5%
+146.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.3% |
| 30D | +31.3% | +4.2% | +27.1% | +29.4% |
| 3M | +32.1% | -12.4% | +44.5% | +38.4% |
| 6M | +28.1% | -8.7% | +36.8% | +31.6% |
| YTD | +49.1% | -11.6% | +60.7% | +54.5% |
| 1Y | +60.5% | +0.2% | +60.4% | +58.8% |
| 3Y | +183.9% | +57.1% | +126.8% | +132.1% |
| 5Y | +51.2% | -6.8% | +58.1% | +43.0% |
| 10Y | +105.3% | +200.4% | -95.1% | +21.3% |
| All | +247.8% | +101.5% | +146.3% | +116.5% |
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