+101.4%
HST vs ALLY
+124.8%
-23.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -1.0% | +3.7% | -4.7% | -2.8% |
| 30D | -12.3% | -2.3% | -10.0% | -11.3% |
| 3M | -6.4% | +3.8% | -10.2% | -8.4% |
| 6M | +15.0% | +9.7% | +5.3% | +9.0% |
| YTD | +30.5% | -1.4% | +31.9% | +30.2% |
| 1Y | +35.7% | +8.2% | +27.4% | +28.3% |
| 3Y | +68.4% | +66.5% | +1.9% | +22.7% |
| 5Y | +73.1% | +1.2% | +71.9% | +55.1% |
| 10Y | +92.7% | +191.4% | -98.7% | -5.1% |
| All | +101.4% | +124.8% | -23.5% | +2.3% |
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