+139.3%
HOOD vs ALLY
-10.7%
+150.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.3% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -23.6% | +3.4% | -27.0% | -25.3% |
| 3M | -10.7% | -11.1% | +0.4% | -2.5% |
| 6M | +8.2% | -11.5% | +19.7% | +18.1% |
| YTD | -26.3% | -12.3% | -14.0% | -18.9% |
| 1Y | -36.1% | +1.1% | -37.2% | -36.3% |
| 3Y | +950.7% | +64.8% | +885.9% | +656.0% |
| 5Y | +127.0% | -6.9% | +133.9% | +134.3% |
| All | +139.3% | -10.7% | +150.0% | +157.7% |
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