+17.8%
HPQ vs ALLY
+54.4%
-36.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.6% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | -11.7% | +3.1% | -14.8% | -12.6% |
| 3M | +2.0% | -12.6% | +14.5% | +7.5% |
| 6M | +35.9% | -12.4% | +48.3% | +42.4% |
| YTD | +32.7% | -13.2% | +45.8% | +38.9% |
| 1Y | +14.3% | +1.8% | +12.5% | +11.3% |
| 3Y | +17.8% | +58.0% | -40.1% | +2.8% |
| All | +17.8% | +54.4% | -36.5% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling