+372.4%
HPE vs ALLY
+182.8%
+189.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.8% |
| 7D | -9.7% | -0.7% | -9.1% | -9.6% |
| 30D | -34.8% | +1.1% | -35.9% | -35.3% |
| 3M | -12.1% | -13.2% | +1.1% | -6.7% |
| 6M | +53.7% | -13.5% | +67.2% | +62.5% |
| YTD | +101.9% | -14.3% | +116.2% | +113.7% |
| 1Y | +104.3% | -1.1% | +105.5% | +102.4% |
| 3Y | +223.1% | +62.0% | +161.0% | +154.6% |
| 5Y | +249.2% | -9.6% | +258.8% | +239.0% |
| 10Y | +372.4% | +176.0% | +196.5% | +190.0% |
| All | +372.4% | +182.8% | +189.6% | +190.0% |
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