+257.9%
HD vs ALLY
+201.0%
+56.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +3.6% | -0.2% | +3.8% | +3.7% |
| 30D | +21.6% | +3.4% | +18.1% | +20.4% |
| 3M | +0.1% | -11.1% | +11.2% | +3.9% |
| 6M | +13.0% | -11.5% | +24.5% | +17.2% |
| YTD | +4.9% | -12.3% | +17.3% | +8.7% |
| 1Y | -2.1% | +1.1% | -3.2% | -3.1% |
| 3Y | +32.6% | +64.8% | -32.2% | +8.9% |
| 5Y | +8.2% | -6.9% | +15.1% | +2.3% |
| 10Y | +257.9% | +194.9% | +63.0% | +124.6% |
| All | +257.9% | +201.0% | +56.9% | +124.6% |
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