+219.4%
HON vs ALLY
+124.8%
+94.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.8% |
| 7D | -3.6% | +3.7% | -7.3% | -4.7% |
| 30D | -15.3% | -2.3% | -13.0% | -14.7% |
| 3M | -7.9% | +3.8% | -11.7% | -9.0% |
| 6M | -18.1% | +9.7% | -27.8% | -20.8% |
| YTD | +3.8% | -1.4% | +5.2% | +3.6% |
| 1Y | +0.5% | +8.2% | -7.8% | -3.1% |
| 3Y | +19.8% | +66.5% | -46.7% | -3.8% |
| 5Y | +2.9% | +1.2% | +1.7% | -5.9% |
| 10Y | +134.6% | +191.4% | -56.8% | +33.3% |
| All | +219.4% | +124.8% | +94.6% | +91.0% |
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