+61.3%
HDB vs ALLY
+201.0%
-139.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.7% | +2.4% |
| 7D | +13.7% | -0.2% | +13.9% | +13.8% |
| 30D | +15.8% | +3.4% | +12.4% | +14.7% |
| 3M | +9.2% | -11.1% | +20.3% | +12.7% |
| 6M | +3.2% | -11.5% | +14.6% | +6.5% |
| YTD | -29.4% | -12.3% | -17.0% | -27.1% |
| 1Y | -27.9% | +1.1% | -29.0% | -28.7% |
| 3Y | -5.9% | +64.8% | -70.7% | -22.4% |
| 5Y | -23.5% | -6.9% | -16.6% | -27.4% |
| 10Y | +61.3% | +194.9% | -133.6% | +4.3% |
| All | +61.3% | +201.0% | -139.7% | +4.3% |
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