+256.7%
HDB vs ALLY
+98.1%
+158.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | +13.3% | +0.9% | +12.4% | +13.1% |
| 30D | +13.6% | +3.1% | +10.5% | +12.5% |
| 3M | +5.8% | -12.6% | +18.3% | +9.7% |
| 6M | -1.9% | -12.4% | +10.5% | +1.5% |
| YTD | -31.2% | -13.2% | -18.0% | -28.9% |
| 1Y | -29.6% | +1.8% | -31.4% | -30.5% |
| 3Y | -10.1% | +58.0% | -68.1% | -24.7% |
| 5Y | -24.3% | -8.4% | -15.9% | -28.0% |
| 10Y | +59.3% | +195.3% | -136.0% | -5.2% |
| All | +256.7% | +98.1% | +158.7% | +124.4% |
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