+223.0%
HPQ vs ALLY
+178.1%
+44.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.4% |
| 7D | +1.3% | -1.9% | +3.2% | +2.1% |
| 30D | +8.7% | -4.5% | +13.2% | +10.7% |
| 3M | +31.5% | -2.8% | +34.3% | +32.4% |
| 6M | +76.0% | +10.3% | +65.7% | +67.0% |
| YTD | +49.5% | -5.7% | +55.2% | +51.1% |
| 1Y | +17.3% | +3.9% | +13.3% | +13.4% |
| 3Y | +24.4% | +64.7% | -40.4% | -3.9% |
| 5Y | +37.3% | -2.6% | +39.9% | +26.8% |
| 10Y | +223.0% | +186.0% | +37.0% | +86.6% |
| All | +223.0% | +178.1% | +44.9% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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