+388.5%
HPE vs ALLY
+172.1%
+216.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +13.6% | -2.1% | +15.7% | +14.7% |
| 30D | -27.1% | +2.0% | -29.1% | -27.9% |
| 3M | -14.5% | -13.3% | -1.1% | -9.1% |
| 6M | +66.9% | -9.9% | +76.8% | +73.3% |
| YTD | +111.3% | -13.5% | +124.9% | +122.9% |
| 1Y | +117.5% | -2.8% | +120.3% | +117.1% |
| 3Y | +238.1% | +63.4% | +174.7% | +165.4% |
| 5Y | +292.4% | -10.9% | +303.3% | +283.5% |
| All | +388.5% | +172.1% | +216.4% | +194.5% |
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 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