+8.2%
HD vs ALLY
-6.7%
+14.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.6% |
| 6M | +13.0% | -11.5% | +24.5% | +17.0% |
| YTD | +4.9% | -12.3% | +17.3% | +8.5% |
| 1Y | -2.1% | +1.1% | -3.2% | -3.0% |
| 3Y | +32.6% | +64.8% | -32.2% | +10.1% |
| 5Y | +8.2% | -6.9% | +15.1% | +1.7% |
| All | +8.2% | -6.7% | +14.9% | +1.7% |
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 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