+253.5%
HIG vs ALLY
+172.1%
+81.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -0.1% | -2.1% | +2.0% | +0.7% |
| 30D | +4.4% | +2.0% | +2.4% | +3.4% |
| 3M | 0.0% | -13.3% | +13.4% | +5.7% |
| 6M | +3.8% | -9.9% | +13.6% | +7.3% |
| YTD | +0.7% | -13.5% | +14.2% | +5.1% |
| 1Y | +5.0% | -2.8% | +7.8% | +4.3% |
| 3Y | +95.3% | +63.4% | +31.9% | +46.0% |
| 5Y | +110.8% | -10.9% | +121.6% | +97.6% |
| All | +253.5% | +172.1% | +81.5% | +77.7% |
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