+621.7%
HPE vs ALLY
+184.2%
+437.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -0.6% | +3.7% | -4.3% | -2.2% |
| 30D | -2.3% | -2.3% | 0.0% | -1.2% |
| 3M | -2.9% | +3.8% | -6.7% | -4.8% |
| 6M | +143.6% | +9.7% | +133.9% | +131.5% |
| YTD | +118.5% | -1.4% | +119.9% | +118.2% |
| 1Y | +129.2% | +8.2% | +121.0% | +118.6% |
| 3Y | +212.5% | +66.5% | +146.0% | +142.2% |
| 5Y | +286.9% | +1.2% | +285.7% | +256.8% |
| 10Y | +432.3% | +191.4% | +240.9% | +178.7% |
| All | +621.7% | +184.2% | +437.6% | +280.4% |
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