+32.2%
HPQ vs ALLY
-0.2%
+32.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -3.2% |
| 7D | -0.5% | +1.0% | -1.5% | -0.8% |
| 30D | +3.7% | -3.3% | +7.0% | +5.1% |
| 3M | +24.3% | +0.5% | +23.9% | +23.6% |
| 6M | +64.8% | +12.6% | +52.2% | +55.5% |
| YTD | +43.9% | -4.7% | +48.6% | +44.9% |
| 1Y | +11.7% | +5.2% | +6.4% | +7.7% |
| 3Y | +19.7% | +66.5% | -46.8% | -5.7% |
| 5Y | +32.2% | +0.2% | +32.0% | +15.7% |
| All | +32.2% | -0.2% | +32.5% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling