+143.4%
HPE vs ALLY
+5.0%
+138.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.3% | +11.1% | +9.2% |
| 7D | +10.1% | +1.0% | +9.1% | +9.4% |
| 30D | +5.3% | -3.3% | +8.6% | +6.7% |
| 3M | +12.7% | +0.5% | +12.2% | +11.7% |
| 6M | +167.7% | +12.6% | +155.1% | +147.2% |
| YTD | +135.5% | -4.7% | +140.1% | +139.1% |
| 1Y | +143.4% | +5.2% | +138.2% | +128.3% |
| All | +143.4% | +5.0% | +138.4% | +128.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling