+119.8%
HIG vs ALLY
-1.1%
+121.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +0.9% |
| 7D | -0.5% | -1.9% | +1.5% | 0.0% |
| 30D | -2.8% | -4.5% | +1.6% | -1.8% |
| 3M | +6.3% | -2.8% | +9.2% | +6.8% |
| 6M | -0.1% | +10.3% | -10.4% | -3.1% |
| YTD | +0.4% | -5.7% | +6.1% | +1.2% |
| 1Y | +6.2% | +3.9% | +2.3% | +4.1% |
| 3Y | +101.6% | +64.7% | +36.9% | +68.9% |
| 5Y | +119.8% | -2.6% | +122.4% | +112.8% |
| All | +119.8% | -1.1% | +121.0% | +112.8% |
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