-23.8%
HDB vs ALLY
+63.1%
-86.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.4% | +3.7% | -3.2% | -0.3% |
| 30D | -2.8% | -2.3% | -0.6% | -2.4% |
| 3M | -3.5% | +3.8% | -7.4% | -4.3% |
| 6M | -24.7% | +9.7% | -34.4% | -26.1% |
| YTD | -36.6% | -1.4% | -35.2% | -36.7% |
| 1Y | -34.4% | +8.2% | -42.6% | -35.6% |
| All | -23.8% | +63.1% | -86.9% | -31.9% |
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