+137.6%
HST vs ALLY
+189.4%
-51.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.8% |
| 7D | -2.7% | +0.9% | -3.6% | -3.2% |
| 30D | +10.7% | +3.1% | +7.6% | +9.0% |
| 3M | +6.3% | -12.6% | +18.8% | +13.4% |
| 6M | +19.0% | -12.4% | +31.4% | +26.4% |
| YTD | +47.0% | -13.2% | +60.2% | +56.0% |
| 1Y | +53.4% | +1.8% | +51.6% | +49.9% |
| 3Y | +78.0% | +58.0% | +20.0% | +31.7% |
| 5Y | +71.7% | -8.4% | +80.1% | +62.0% |
| All | +137.6% | +189.4% | -51.8% | +23.1% |
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