+133.6%
HOOD vs ALLY
-12.7%
+146.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -0.8% |
| 7D | -5.1% | -0.7% | -4.4% | -4.6% |
| 30D | -25.4% | +1.1% | -26.5% | -25.9% |
| 3M | -14.0% | -13.2% | -0.8% | -4.4% |
| 6M | +5.6% | -13.5% | +19.0% | +17.2% |
| YTD | -28.1% | -14.3% | -13.8% | -19.5% |
| 1Y | -40.1% | -1.1% | -39.0% | -39.4% |
| 3Y | +888.2% | +62.0% | +826.2% | +620.4% |
| 5Y | +135.8% | -9.6% | +145.5% | +148.1% |
| All | +133.6% | -12.7% | +146.3% | +155.7% |
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