+24.5%
ALAB vs HPE
+113.0%
-88.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.7% | +1.2% | -0.8% |
| 7D | -24.9% | -17.0% | -7.9% | -15.0% |
| 30D | -38.4% | -26.7% | -11.7% | -24.7% |
| 3M | -38.3% | -4.1% | -34.1% | -37.2% |
| 6M | +10.9% | +75.4% | -64.5% | -23.8% |
| YTD | +34.2% | +111.0% | -76.8% | -14.7% |
| 1Y | +24.5% | +116.4% | -91.9% | -22.9% |
| All | +24.5% | +113.0% | -88.5% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling