+332.6%
HPQ vs ALLE
+260.9%
+71.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | +6.9% | -0.2% | +7.2% | +7.0% |
| 30D | +14.4% | -6.8% | +21.2% | +18.8% |
| 3M | +25.6% | +21.0% | +4.6% | +11.4% |
| 6M | +75.0% | +1.1% | +73.9% | +70.9% |
| YTD | +50.7% | -0.5% | +51.2% | +48.0% |
| 1Y | +18.7% | -7.3% | +25.9% | +21.2% |
| 3Y | +21.5% | +42.3% | -20.7% | -5.8% |
| 5Y | +31.6% | +13.5% | +18.1% | +14.3% |
| 10Y | +216.1% | +144.0% | +72.0% | +76.7% |
| All | +332.6% | +260.9% | +71.8% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling