+502.0%
HD vs ALLY
+101.5%
+400.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | +6.4% | -1.1% | +7.5% | +6.8% |
| 30D | +22.1% | +4.2% | +17.9% | +20.7% |
| 3M | -0.2% | -12.4% | +12.2% | +3.9% |
| 6M | +12.6% | -8.7% | +21.3% | +15.5% |
| YTD | +3.9% | -11.6% | +15.6% | +7.2% |
| 1Y | -3.7% | +0.2% | -3.9% | -4.4% |
| 3Y | +27.9% | +57.1% | -29.2% | +7.7% |
| 5Y | +7.8% | -6.8% | +14.7% | +2.1% |
| 10Y | +269.4% | +200.4% | +69.0% | +129.8% |
| All | +502.0% | +101.5% | +400.5% | +295.7% |
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 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