+224.2%
HPQ vs ALLY
+99.9%
+124.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.1% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -6.5% | +3.4% | -9.9% | -7.6% |
| 3M | -5.1% | -11.1% | +6.0% | -0.2% |
| 6M | +27.3% | -11.5% | +38.8% | +33.2% |
| YTD | +31.7% | -12.3% | +44.0% | +37.4% |
| 1Y | +13.0% | +1.1% | +11.9% | +10.8% |
| 3Y | +18.3% | +64.8% | -46.5% | -8.2% |
| 5Y | +7.4% | -6.9% | +14.2% | +1.4% |
| 10Y | +154.8% | +194.9% | -40.2% | +32.2% |
| All | +224.2% | +99.9% | +124.3% | +79.7% |
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 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