+452.3%
HD vs ALLY
+124.8%
+327.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -2.1% | +3.7% | -5.7% | -3.1% |
| 30D | -8.4% | -2.3% | -6.2% | -7.8% |
| 3M | +4.3% | +3.8% | +0.5% | +3.1% |
| 6M | -11.1% | +9.7% | -20.8% | -13.8% |
| YTD | -4.7% | -1.4% | -3.3% | -4.8% |
| 1Y | -19.8% | +8.2% | -28.0% | -22.4% |
| 3Y | +4.1% | +66.5% | -62.4% | -14.1% |
| 5Y | +10.3% | +1.2% | +9.1% | +1.5% |
| 10Y | +203.2% | +191.4% | +11.7% | +87.5% |
| All | +452.3% | +124.8% | +327.5% | +251.2% |
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