+226.7%
HPQ vs ALLY
+98.1%
+128.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.6% |
| 7D | -1.1% | +0.9% | -2.0% | -1.5% |
| 30D | -11.7% | +3.1% | -14.8% | -12.7% |
| 3M | +2.0% | -12.6% | +14.5% | +8.0% |
| 6M | +35.9% | -12.4% | +48.3% | +42.9% |
| YTD | +32.7% | -13.2% | +45.8% | +39.0% |
| 1Y | +14.3% | +1.8% | +12.5% | +11.7% |
| 3Y | +17.8% | +58.0% | -40.1% | -6.9% |
| 5Y | +7.6% | -8.4% | +16.0% | +2.4% |
| 10Y | +171.7% | +195.3% | -23.6% | +40.8% |
| All | +226.7% | +98.1% | +128.6% | +81.7% |
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