+63.7%
HYG vs ALLY
+98.8%
-35.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -0.4% | +0.4% | -0.7% | -0.4% |
| 30D | +0.7% | +5.2% | -4.5% | 0.0% |
| 3M | -2.1% | -13.3% | +11.2% | -0.5% |
| 6M | -0.8% | -6.7% | +5.8% | -0.2% |
| YTD | +0.3% | -12.8% | +13.1% | +1.5% |
| 1Y | +1.8% | +0.7% | +1.1% | +1.2% |
| 3Y | +24.1% | +65.2% | -41.1% | +13.9% |
| 5Y | +17.7% | -10.1% | +27.9% | +14.5% |
| 10Y | +56.8% | +177.0% | -120.2% | +24.6% |
| All | +63.7% | +98.8% | -35.1% | +31.6% |
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