+407.5%
HPE vs ABCL
-81.3%
+488.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.3% |
| 7D | -0.6% | +0.7% | -1.3% | -0.7% |
| 30D | -2.3% | +93.1% | -95.4% | -10.1% |
| 3M | -2.9% | +79.4% | -82.3% | -10.4% |
| 6M | +143.6% | +214.9% | -71.3% | +109.2% |
| YTD | +118.5% | +234.2% | -115.7% | +85.0% |
| 1Y | +129.2% | +174.8% | -45.6% | +97.3% |
| 3Y | +212.5% | +104.5% | +108.0% | +162.8% |
| 5Y | +286.9% | -39.0% | +325.9% | +235.8% |
| All | +407.5% | -81.3% | +488.7% | +347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling