+247.2%
HD vs ALLY
+182.8%
+64.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | +5.2% | -0.7% | +5.9% | +5.5% |
| 30D | +20.7% | +1.1% | +19.6% | +20.4% |
| 3M | +0.8% | -13.2% | +14.0% | +5.4% |
| 6M | +12.2% | -13.5% | +25.7% | +17.2% |
| YTD | +4.2% | -14.3% | +18.5% | +8.7% |
| 1Y | -2.6% | -1.1% | -1.4% | -2.9% |
| 3Y | +30.0% | +62.0% | -32.0% | +7.4% |
| 5Y | +8.1% | -9.6% | +17.7% | +3.2% |
| 10Y | +247.2% | +176.0% | +71.2% | +126.9% |
| All | +247.2% | +182.8% | +64.3% | +126.9% |
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