+365.7%
ALAB vs HPE
+255.2%
+110.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.7% | -14.7% | -12.2% |
| 7D | +3.2% | +10.1% | -6.9% | -4.6% |
| 30D | -13.6% | +5.3% | -18.8% | -17.8% |
| 3M | -16.6% | +12.7% | -29.3% | -24.2% |
| 6M | +142.3% | +167.7% | -25.3% | +15.1% |
| YTD | +73.6% | +135.5% | -61.8% | -9.7% |
| 1Y | +33.7% | +143.4% | -109.7% | -32.8% |
| All | +365.7% | +255.2% | +110.4% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling