+147.6%
HL vs ALLY
+177.9%
-30.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.2% | -5.0% | -6.5% |
| 7D | +8.2% | -0.7% | +8.8% | +8.6% |
| 30D | -16.3% | +1.1% | -17.4% | -16.4% |
| 3M | -18.6% | -13.2% | -5.4% | -14.5% |
| 6M | -23.2% | -13.5% | -9.7% | -19.3% |
| YTD | -25.5% | -14.3% | -11.2% | -21.9% |
| 1Y | -4.8% | -1.1% | -3.6% | -4.6% |
| 3Y | +281.4% | +62.0% | +219.4% | +210.9% |
| 5Y | +137.8% | -9.6% | +147.5% | +125.9% |
| All | +147.6% | +177.9% | -30.4% | +71.0% |
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