+154.8%
HPQ vs ALLE
+233.6%
-78.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.3% |
| 7D | -0.6% | -0.6% | 0.0% | -0.3% |
| 30D | -6.5% | +26.6% | -33.1% | -18.4% |
| 3M | -5.1% | +13.2% | -18.3% | -12.0% |
| 6M | +27.3% | +42.9% | -15.6% | +1.8% |
| YTD | +31.7% | +21.0% | +10.7% | +15.2% |
| 1Y | +13.0% | +15.2% | -2.2% | +1.8% |
| 3Y | +18.3% | +95.6% | -77.3% | -25.3% |
| 5Y | +7.4% | +53.4% | -46.1% | -22.6% |
| 10Y | +154.8% | +221.5% | -66.7% | +20.9% |
| All | +154.8% | +233.6% | -78.9% | +20.9% |
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