+192.4%
HBAN vs ALLY
+124.8%
+67.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +0.7% | +3.7% | -3.0% | -1.4% |
| 30D | -3.2% | -2.3% | -1.0% | -2.0% |
| 3M | +4.0% | +3.8% | +0.1% | +1.4% |
| 6M | +3.1% | +9.7% | -6.6% | -2.9% |
| YTD | 0.0% | -1.4% | +1.5% | +0.2% |
| 1Y | -1.2% | +8.2% | -9.4% | -6.6% |
| 3Y | +72.5% | +66.5% | +6.0% | +23.0% |
| 5Y | +39.3% | +1.2% | +38.1% | +26.3% |
| 10Y | +157.3% | +191.4% | -34.1% | +21.1% |
| All | +192.4% | +124.8% | +67.5% | +47.5% |
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