+228.9%
HDB vs ALLY
+124.8%
+104.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.4% | +3.7% | -3.2% | -0.6% |
| 30D | -2.8% | -2.3% | -0.6% | -2.2% |
| 3M | -3.5% | +3.8% | -7.4% | -4.7% |
| 6M | -24.7% | +9.7% | -34.4% | -26.8% |
| YTD | -36.6% | -1.4% | -35.2% | -36.6% |
| 1Y | -34.4% | +8.2% | -42.6% | -36.4% |
| 3Y | -24.4% | +66.5% | -90.9% | -37.6% |
| 5Y | -35.4% | +1.2% | -36.6% | -40.2% |
| 10Y | +39.5% | +191.4% | -151.9% | -16.8% |
| All | +228.9% | +124.8% | +104.1% | +99.9% |
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 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