+248.5%
ALAB vs HPE
+204.7%
+43.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.9% |
| 7D | -7.5% | -9.7% | +2.3% | +0.7% |
| 30D | -36.8% | -34.8% | -2.1% | -13.9% |
| 3M | -31.9% | -12.1% | -19.7% | -25.5% |
| 6M | +8.2% | +53.7% | -45.5% | -22.1% |
| YTD | +29.9% | +101.9% | -72.0% | -23.9% |
| 1Y | +24.4% | +104.3% | -79.9% | -27.9% |
| All | +248.5% | +204.7% | +43.9% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling