+241.6%
HBM vs ALLY
+124.8%
+116.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | -6.4% | +3.7% | -10.0% | -8.3% |
| 30D | +5.9% | -2.3% | +8.2% | +7.2% |
| 3M | -8.9% | +3.8% | -12.7% | -11.1% |
| 6M | +10.7% | +9.7% | +1.0% | +4.3% |
| YTD | +38.3% | -1.4% | +39.7% | +37.6% |
| 1Y | +121.3% | +8.2% | +113.1% | +106.9% |
| 3Y | +450.6% | +66.5% | +384.1% | +283.3% |
| 5Y | +338.0% | +1.2% | +336.8% | +289.5% |
| 10Y | +578.6% | +191.4% | +387.2% | +157.2% |
| All | +241.6% | +124.8% | +116.7% | +36.0% |
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 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