+509.0%
HPE vs ALLY
+181.1%
+327.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.3% | +11.1% | +9.3% |
| 7D | +10.1% | +1.0% | +9.1% | +9.5% |
| 30D | +5.3% | -3.3% | +8.6% | +6.8% |
| 3M | +12.7% | +0.5% | +12.2% | +12.1% |
| 6M | +167.7% | +12.6% | +155.1% | +151.3% |
| YTD | +135.5% | -4.7% | +140.1% | +138.4% |
| 1Y | +143.4% | +5.2% | +138.2% | +135.0% |
| 3Y | +249.2% | +66.5% | +182.7% | +171.7% |
| 5Y | +343.8% | +0.2% | +343.6% | +311.3% |
| All | +509.0% | +181.1% | +327.9% | +261.2% |
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 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