+362.8%
HPE vs ABT
-10.2%
+373.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | +13.6% | -4.7% | +18.4% | +14.3% |
| 30D | +7.7% | -3.1% | +10.8% | +8.1% |
| 3M | +22.4% | +16.1% | +6.2% | +18.8% |
| 6M | +172.6% | -5.3% | +177.9% | +178.2% |
| YTD | +147.5% | -14.4% | +162.0% | +159.1% |
| 1Y | +151.8% | -18.4% | +170.2% | +167.0% |
| 3Y | +267.1% | +11.2% | +255.9% | +244.5% |
| 5Y | +362.8% | -9.4% | +372.1% | +326.3% |
| All | +362.8% | -10.2% | +373.0% | +326.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling