+28.3%
HD vs ALLY
+57.0%
-28.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | +6.4% | -1.1% | +7.5% | +6.7% |
| 30D | +22.1% | +4.2% | +17.9% | +20.7% |
| 3M | -0.2% | -12.4% | +12.2% | +3.6% |
| 6M | +12.6% | -8.7% | +21.3% | +15.4% |
| YTD | +3.9% | -11.6% | +15.6% | +7.1% |
| 1Y | -3.7% | +0.2% | -3.9% | -4.3% |
| All | +28.3% | +57.0% | -28.7% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling