+437.4%
HIG vs ALLY
+124.8%
+312.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.3% | +3.7% | -3.4% | -1.1% |
| 30D | -3.2% | -2.3% | -1.0% | -2.4% |
| 3M | +9.1% | +3.8% | +5.3% | +7.0% |
| 6M | -1.8% | +9.7% | -11.5% | -6.2% |
| YTD | +1.8% | -1.4% | +3.2% | +1.1% |
| 1Y | +4.6% | +8.2% | -3.7% | -0.5% |
| 3Y | +101.6% | +66.5% | +35.2% | +51.4% |
| 5Y | +124.5% | +1.2% | +123.3% | +99.0% |
| 10Y | +317.8% | +191.4% | +126.4% | +104.9% |
| All | +437.4% | +124.8% | +312.6% | +181.3% |
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