+446.8%
HPE vs ABCL
-81.2%
+528.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.1% | +7.7% | +7.7% |
| 7D | +10.1% | +1.4% | +8.7% | +10.0% |
| 30D | +5.3% | +65.1% | -59.8% | -1.3% |
| 3M | +12.7% | +111.1% | -98.4% | +1.9% |
| 6M | +167.7% | +231.6% | -63.9% | +128.5% |
| YTD | +135.5% | +234.5% | -99.0% | +99.3% |
| 1Y | +143.4% | +174.3% | -30.9% | +109.5% |
| 3Y | +249.2% | +111.5% | +137.7% | +192.8% |
| 5Y | +343.8% | -37.3% | +381.1% | +284.9% |
| All | +446.8% | -81.2% | +528.1% | +382.3% |
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