+4.0%
HON vs ALLY
-0.2%
+4.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | +0.1% |
| 7D | -0.8% | +1.0% | -1.9% | -1.1% |
| 30D | -15.2% | -3.3% | -11.9% | -14.5% |
| 3M | -6.0% | +0.5% | -6.4% | -6.1% |
| 6M | -14.9% | +12.6% | -27.5% | -17.3% |
| YTD | +3.2% | -4.7% | +7.8% | +3.9% |
| 1Y | 0.0% | +5.2% | -5.2% | -1.8% |
| 3Y | +21.5% | +66.5% | -45.0% | +5.0% |
| 5Y | +4.0% | +0.2% | +3.8% | +1.0% |
| All | +4.0% | -0.2% | +4.3% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling