+280.9%
HPQ vs ALLE
+327.3%
-46.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.8% |
| 7D | -1.1% | -0.6% | -0.5% | -0.8% |
| 30D | -11.7% | +25.3% | -37.1% | -22.2% |
| 3M | +2.0% | +10.3% | -8.3% | -3.9% |
| 6M | +35.9% | +38.0% | -2.2% | +11.4% |
| YTD | +32.7% | +17.8% | +14.9% | +18.2% |
| 1Y | +14.3% | +13.6% | +0.7% | +3.9% |
| 3Y | +17.8% | +89.2% | -71.4% | -22.6% |
| 5Y | +7.6% | +51.1% | -43.5% | -20.8% |
| 10Y | +171.7% | +228.1% | -56.4% | +29.9% |
| All | +280.9% | +327.3% | -46.4% | +60.7% |
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