+404.0%
HL vs ALLY
+98.1%
+305.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.6% |
| 7D | +8.9% | +0.9% | +8.0% | +8.7% |
| 30D | -10.1% | +3.1% | -13.2% | -10.8% |
| 3M | -7.0% | -12.6% | +5.5% | -2.8% |
| 6M | -18.8% | -12.4% | -6.3% | -15.2% |
| YTD | -23.1% | -13.2% | -10.0% | -19.9% |
| 1Y | +8.9% | +1.8% | +7.1% | +8.0% |
| 3Y | +255.0% | +58.0% | +197.0% | +194.8% |
| 5Y | +151.5% | -8.4% | +159.9% | +138.2% |
| 10Y | +138.4% | +195.3% | -56.9% | +44.0% |
| All | +404.0% | +98.1% | +305.9% | +224.2% |
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