+365.1%
HPE vs ABCL
-79.5%
+444.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.0% | +5.5% |
| 7D | -7.1% | +12.4% | -19.5% | -8.4% |
| 30D | -35.3% | -0.4% | -34.9% | -35.2% |
| 3M | -10.4% | +80.4% | -90.8% | -17.0% |
| 6M | +52.5% | +138.5% | -86.1% | +35.3% |
| YTD | +100.3% | +265.5% | -165.2% | +67.6% |
| 1Y | +106.4% | +219.7% | -113.3% | +75.1% |
| 3Y | +227.4% | +209.4% | +18.0% | +166.0% |
| 5Y | +250.6% | -15.0% | +265.6% | +200.3% |
| All | +365.1% | -79.5% | +444.6% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling