+588.2%
HBM vs ALLY
+189.7%
+398.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -3.3% | -3.8% | +0.5% | -1.4% |
| 30D | -4.8% | -4.9% | +0.1% | -2.4% |
| 3M | -0.4% | -2.6% | +2.2% | +0.6% |
| 6M | +17.9% | +15.7% | +2.1% | +8.2% |
| YTD | +33.7% | -5.2% | +38.9% | +35.8% |
| 1Y | +95.6% | +2.8% | +92.8% | +88.8% |
| 3Y | +458.1% | +63.4% | +394.7% | +303.0% |
| 5Y | +329.0% | -2.6% | +331.6% | +294.3% |
| All | +588.2% | +189.7% | +398.5% | +226.9% |
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