+434.0%
HIG vs ALLY
+98.8%
+335.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +2.6% | +0.4% | +2.2% | +2.4% |
| 30D | +4.2% | +5.2% | -1.1% | +2.0% |
| 3M | +0.2% | -13.3% | +13.5% | +5.7% |
| 6M | +4.6% | -6.7% | +11.3% | +6.6% |
| YTD | +1.1% | -12.8% | +13.9% | +5.2% |
| 1Y | +4.7% | +0.7% | +4.0% | +2.6% |
| 3Y | +95.5% | +65.2% | +30.2% | +46.9% |
| 5Y | +111.7% | -10.1% | +121.8% | +97.3% |
| 10Y | +263.4% | +177.0% | +86.5% | +82.5% |
| All | +434.0% | +98.8% | +335.2% | +192.7% |
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 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