+11.7%
HPQ vs ALLE
-8.3%
+20.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -0.5% | +2.8% | -3.3% | -0.9% |
| 30D | +3.7% | -7.6% | +11.4% | +5.1% |
| 3M | +24.3% | +22.8% | +1.5% | +19.5% |
| 6M | +64.8% | +4.6% | +60.2% | +66.1% |
| YTD | +43.9% | -1.2% | +45.1% | +48.1% |
| 1Y | +11.7% | -9.1% | +20.8% | +19.9% |
| All | +11.7% | -8.3% | +20.0% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling