+274.6%
HBM vs ALLY
+174.3%
+100.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.6% |
| 7D | +2.2% | +0.4% | +1.9% | +2.1% |
| 30D | -11.8% | +5.2% | -17.0% | -14.2% |
| 3M | -19.2% | -13.3% | -5.9% | -13.0% |
| 6M | -22.9% | -6.7% | -16.2% | -20.4% |
| YTD | +7.8% | -12.8% | +20.6% | +14.6% |
| 1Y | +34.9% | +0.7% | +34.2% | +32.5% |
| 3Y | +422.2% | +65.2% | +357.0% | +274.4% |
| 5Y | +192.8% | -10.1% | +203.0% | +181.9% |
| All | +274.6% | +174.3% | +100.3% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling