+123.5%
HPE vs ABCL
+201.0%
-77.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.1% | +8.9% | +5.5% |
| 7D | +0.3% | -2.7% | +3.0% | +0.8% |
| 30D | -28.6% | -5.4% | -23.1% | -27.9% |
| 3M | -7.4% | +22.4% | -29.8% | -9.9% |
| 6M | +63.7% | +127.6% | -64.0% | +44.3% |
| YTD | +111.7% | +249.4% | -137.7% | +69.5% |
| 1Y | +123.5% | +198.0% | -74.5% | +90.3% |
| All | +123.5% | +201.0% | -77.5% | +90.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling