+25.9%
HPQ vs ALLE
+50.9%
-25.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | +6.9% | -0.2% | +7.2% | +7.0% |
| 30D | +14.4% | -6.8% | +21.2% | +17.3% |
| 3M | +25.6% | +21.0% | +4.6% | +16.1% |
| 6M | +75.0% | +1.1% | +73.9% | +74.6% |
| YTD | +50.7% | -0.5% | +51.2% | +51.1% |
| 1Y | +18.7% | -7.3% | +25.9% | +23.0% |
| All | +25.9% | +50.9% | -25.0% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling