+117.5%
HPE vs ALLY
-0.9%
+118.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +13.6% | -2.1% | +15.7% | +14.4% |
| 30D | -27.1% | +2.0% | -29.1% | -27.7% |
| 3M | -14.5% | -13.3% | -1.1% | -9.6% |
| 6M | +66.9% | -9.9% | +76.8% | +72.1% |
| YTD | +111.3% | -13.5% | +124.9% | +124.5% |
| 1Y | +117.5% | -2.8% | +120.3% | +113.0% |
| All | +117.5% | -0.9% | +118.4% | +113.0% |
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 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