+617.4%
HLT vs ALLY
+117.4%
+500.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -0.8% |
| 7D | -2.4% | +1.0% | -3.4% | -2.8% |
| 30D | -4.1% | -3.3% | -0.8% | -2.9% |
| 3M | -10.6% | +0.5% | -11.0% | -11.1% |
| 6M | +2.0% | +12.6% | -10.5% | -3.3% |
| YTD | +6.1% | -4.7% | +10.8% | +7.3% |
| 1Y | +9.8% | +5.2% | +4.6% | +6.1% |
| 3Y | +99.0% | +66.5% | +32.5% | +52.6% |
| 5Y | +151.5% | +0.2% | +151.2% | +129.4% |
| 10Y | +561.1% | +180.8% | +380.3% | +258.4% |
| All | +617.4% | +117.4% | +500.1% | +306.0% |
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 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