+198.9%
HPQ vs ALLE
+148.2%
+50.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.1% |
| 7D | -0.5% | +2.8% | -3.3% | -2.0% |
| 30D | +3.7% | -7.6% | +11.4% | +8.4% |
| 3M | +24.3% | +22.8% | +1.5% | +9.0% |
| 6M | +64.8% | +4.6% | +60.2% | +57.6% |
| YTD | +43.9% | -1.2% | +45.1% | +41.9% |
| 1Y | +11.7% | -9.1% | +20.8% | +15.6% |
| 3Y | +19.7% | +50.0% | -30.3% | -11.3% |
| 5Y | +32.2% | +15.2% | +17.0% | +13.2% |
| 10Y | +198.9% | +151.1% | +47.8% | +65.8% |
| All | +198.9% | +148.2% | +50.7% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling