+174.7%
HBAN vs ALLY
+95.5%
+79.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.8% |
| 7D | -0.1% | -0.7% | +0.5% | +0.2% |
| 30D | +3.4% | +1.1% | +2.3% | +2.6% |
| 3M | -9.1% | -13.2% | +4.1% | -1.5% |
| 6M | +0.1% | -13.5% | +13.6% | +8.4% |
| YTD | -6.0% | -14.3% | +8.3% | +2.0% |
| 1Y | +4.0% | -1.1% | +5.2% | +3.8% |
| 3Y | +74.5% | +62.0% | +12.5% | +26.6% |
| 5Y | +24.3% | -9.6% | +34.0% | +20.7% |
| 10Y | +107.3% | +176.0% | -68.6% | +1.9% |
| All | +174.7% | +95.5% | +79.2% | +50.2% |
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