+40.1%
ALAB vs HPE
+156.7%
-116.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +1.0% |
| 7D | +9.6% | +13.6% | -4.0% | +0.4% |
| 30D | -5.3% | +7.7% | -13.0% | -10.3% |
| 3M | -12.0% | +22.4% | -34.4% | -23.4% |
| 6M | +145.7% | +172.6% | -26.9% | +29.6% |
| YTD | +80.7% | +147.5% | -66.9% | +3.0% |
| 1Y | +40.1% | +151.8% | -111.7% | -23.6% |
| All | +40.1% | +156.7% | -116.6% | -23.6% |
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