+332.5%
HBM vs ALLY
-4.7%
+337.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -3.3% | -3.8% | +0.5% | -1.6% |
| 30D | -4.8% | -4.9% | +0.1% | -2.6% |
| 3M | -0.4% | -2.6% | +2.2% | +0.6% |
| 6M | +17.9% | +15.7% | +2.1% | +9.0% |
| YTD | +33.7% | -5.2% | +38.9% | +35.8% |
| 1Y | +95.6% | +2.8% | +92.8% | +89.5% |
| 3Y | +458.1% | +63.4% | +394.7% | +314.3% |
| All | +332.5% | -4.7% | +337.1% | +329.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling