+224.7%
HPE vs ABCL
+185.8%
+38.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.5% |
| 7D | +7.9% | -3.3% | +11.1% | +8.4% |
| 30D | -23.5% | -7.1% | -16.4% | -22.5% |
| 3M | -19.1% | +4.7% | -23.8% | -20.0% |
| 6M | +51.4% | +140.9% | -89.5% | +28.4% |
| YTD | +103.4% | +236.0% | -132.5% | +60.7% |
| 1Y | +114.4% | +217.4% | -103.0% | +70.9% |
| 3Y | +224.7% | +188.7% | +36.0% | +139.0% |
| All | +224.7% | +185.8% | +38.8% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling