+138.4%
HON vs ALLY
+178.1%
-39.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -0.6% | -1.9% | +1.4% | +0.1% |
| 30D | -15.4% | -4.5% | -10.9% | -14.1% |
| 3M | -9.1% | -2.8% | -6.3% | -8.3% |
| 6M | -17.1% | +10.3% | -27.4% | -20.0% |
| YTD | +1.5% | -5.7% | +7.2% | +2.8% |
| 1Y | -1.3% | +3.9% | -5.3% | -3.7% |
| 3Y | +19.5% | +64.7% | -45.2% | -4.3% |
| 5Y | +3.1% | -2.6% | +5.7% | -4.5% |
| 10Y | +138.4% | +186.0% | -47.6% | +36.8% |
| All | +138.4% | +178.1% | -39.7% | +36.8% |
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