+123.6%
HOOD vs ALLY
-11.3%
+134.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.9% |
| 7D | -3.8% | +0.4% | -4.1% | -4.0% |
| 30D | -23.0% | +5.2% | -28.2% | -25.7% |
| 3M | -21.6% | -13.3% | -8.3% | -12.9% |
| 6M | +1.4% | -6.7% | +8.1% | +6.9% |
| YTD | -31.2% | -12.8% | -18.3% | -23.9% |
| 1Y | -35.9% | +0.7% | -36.6% | -36.1% |
| 3Y | +836.9% | +65.2% | +771.7% | +573.7% |
| 5Y | +121.1% | -10.1% | +131.3% | +131.6% |
| All | +123.6% | -11.3% | +134.9% | +141.9% |
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