+489.7%
HPE vs ABT
+205.4%
+284.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.8% | -4.5% | -5.6% |
| 7D | +1.4% | -5.0% | +6.4% | +3.2% |
| 30D | +1.5% | -5.8% | +7.3% | +3.4% |
| 3M | +21.7% | +16.7% | +5.0% | +13.6% |
| 6M | +164.2% | -5.2% | +169.4% | +166.6% |
| YTD | +132.1% | -16.0% | +148.0% | +145.0% |
| 1Y | +130.6% | -18.3% | +148.9% | +145.9% |
| 3Y | +244.1% | +9.2% | +234.9% | +213.5% |
| 5Y | +340.8% | -11.6% | +352.4% | +336.8% |
| All | +489.7% | +205.4% | +284.3% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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