+224.7%
HPE vs ALLY
+65.3%
+159.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.2% |
| 7D | +7.9% | +0.4% | +7.5% | +7.7% |
| 30D | -23.5% | +5.2% | -28.7% | -25.9% |
| 3M | -19.1% | -13.3% | -5.8% | -12.9% |
| 6M | +51.4% | -6.7% | +58.1% | +55.2% |
| YTD | +103.4% | -12.8% | +116.3% | +115.8% |
| 1Y | +114.4% | +0.7% | +113.7% | +108.0% |
| 3Y | +224.7% | +65.2% | +159.5% | +153.3% |
| All | +224.7% | +65.3% | +159.3% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling