+235.3%
HON vs ALLY
+98.1%
+137.3%
-43.0%
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% | +2.5% |
| 7D | +0.8% | +0.9% | -0.1% | +0.5% |
| 30D | +5.7% | +3.1% | +2.7% | +4.7% |
| 3M | -8.3% | -12.6% | +4.2% | -4.4% |
| 6M | -2.4% | -12.4% | +10.0% | +1.5% |
| YTD | +9.0% | -13.2% | +22.2% | +13.2% |
| 1Y | +9.2% | +1.8% | +7.4% | +7.4% |
| 3Y | +26.3% | +58.0% | -31.6% | +3.2% |
| 5Y | +9.1% | -8.4% | +17.6% | +3.1% |
| 10Y | +163.4% | +195.3% | -31.8% | +49.9% |
| All | +235.3% | +98.1% | +137.3% | +108.6% |
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