+126.9%
HST vs ALLY
+101.5%
+25.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.3% | -5.0% |
| 7D | -4.2% | -1.1% | -3.0% | -3.7% |
| 30D | +9.6% | +4.2% | +5.4% | +7.3% |
| 3M | -1.1% | -12.4% | +11.3% | +5.3% |
| 6M | +21.1% | -8.7% | +29.8% | +25.8% |
| YTD | +47.1% | -11.6% | +58.7% | +54.6% |
| 1Y | +64.0% | +0.2% | +63.9% | +61.5% |
| 3Y | +77.1% | +57.1% | +20.0% | +32.9% |
| 5Y | +71.8% | -6.8% | +78.6% | +60.6% |
| 10Y | +146.3% | +200.4% | -54.1% | +21.0% |
| All | +126.9% | +101.5% | +25.4% | +21.5% |
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