+66.9%
HYG vs ALLY
+124.8%
-58.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.2% | +3.7% | -3.9% | -0.6% |
| 30D | +0.1% | -2.3% | +2.4% | +0.4% |
| 3M | +0.7% | +3.8% | -3.2% | +0.1% |
| 6M | +1.5% | +9.7% | -8.2% | +0.1% |
| YTD | +2.2% | -1.4% | +3.6% | +2.0% |
| 1Y | +3.9% | +8.2% | -4.3% | +2.3% |
| 3Y | +26.0% | +66.5% | -40.5% | +15.6% |
| 5Y | +19.2% | +1.2% | +18.0% | +14.1% |
| 10Y | +54.8% | +191.4% | -136.6% | +22.3% |
| All | +66.9% | +124.8% | -58.0% | +32.2% |
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