+271.0%
HPQ vs ALLY
+124.8%
+146.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +6.9% | +3.7% | +3.3% | +5.3% |
| 30D | +14.4% | -2.3% | +16.7% | +15.5% |
| 3M | +25.6% | +3.8% | +21.8% | +23.1% |
| 6M | +75.0% | +9.7% | +65.3% | +66.3% |
| YTD | +50.7% | -1.4% | +52.1% | +49.5% |
| 1Y | +18.7% | +8.2% | +10.4% | +12.9% |
| 3Y | +21.5% | +66.5% | -45.0% | -6.5% |
| 5Y | +31.6% | +1.2% | +30.4% | +19.5% |
| 10Y | +216.1% | +191.4% | +24.6% | +64.6% |
| All | +271.0% | +124.8% | +146.2% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling