+169.2%
HAS vs ALLY
+124.8%
+44.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.8% | +3.7% | -5.5% | -3.1% |
| 30D | +2.3% | -2.3% | +4.5% | +3.0% |
| 3M | +10.4% | +3.8% | +6.5% | +8.6% |
| 6M | -3.2% | +9.7% | -12.9% | -7.1% |
| YTD | +15.4% | -1.4% | +16.8% | +15.0% |
| 1Y | +18.8% | +8.2% | +10.6% | +14.1% |
| 3Y | +43.9% | +66.5% | -22.5% | +15.0% |
| 5Y | +13.9% | +1.2% | +12.7% | +4.0% |
| 10Y | +56.4% | +191.4% | -135.0% | -8.2% |
| All | +169.2% | +124.8% | +44.4% | +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