+561.5%
HPE vs ALLY
+152.7%
+408.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.2% | +5.8% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | -35.3% | +3.4% | -38.7% | -36.5% |
| 3M | -10.4% | -11.1% | +0.6% | -5.9% |
| 6M | +52.5% | -11.5% | +64.0% | +59.7% |
| YTD | +100.3% | -12.3% | +112.6% | +110.0% |
| 1Y | +106.4% | +1.1% | +105.3% | +102.3% |
| 3Y | +227.4% | +64.8% | +162.6% | +155.1% |
| 5Y | +250.6% | -6.9% | +257.4% | +235.1% |
| 10Y | +365.4% | +194.9% | +170.4% | +138.9% |
| All | +561.5% | +152.7% | +408.8% | +266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling