-22.2%
HDB vs ALLY
-10.0%
-12.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +2.7% | +0.4% | +2.4% | +2.7% |
| 30D | +14.1% | +5.2% | +8.9% | +12.8% |
| 3M | +11.8% | -13.3% | +25.1% | +15.2% |
| 6M | +8.2% | -6.7% | +14.8% | +9.6% |
| YTD | -29.3% | -12.8% | -16.5% | -27.5% |
| 1Y | -28.8% | +0.7% | -29.5% | -29.2% |
| 3Y | -7.5% | +65.2% | -72.7% | -20.1% |
| All | -22.2% | -10.0% | -12.2% | -19.9% |
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 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