+225.0%
HPE vs ALLY
+74.0%
+151.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.7% |
| 7D | -0.6% | +3.7% | -4.3% | -2.5% |
| 30D | -2.3% | -2.3% | 0.0% | -1.0% |
| 3M | -2.9% | +3.8% | -6.7% | -5.2% |
| 6M | +143.6% | +9.7% | +133.9% | +128.6% |
| YTD | +118.5% | -1.4% | +119.9% | +117.9% |
| 1Y | +129.2% | +8.2% | +121.0% | +115.6% |
| All | +225.0% | +74.0% | +151.0% | +149.7% |
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