+621.7%
HPE vs ABT
+216.3%
+405.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -0.6% | -3.7% | +3.1% | +0.8% |
| 30D | -2.3% | +2.5% | -4.8% | -3.3% |
| 3M | -2.9% | +20.2% | -23.0% | -10.8% |
| 6M | +143.6% | -2.9% | +146.5% | +144.0% |
| YTD | +118.5% | -11.9% | +130.4% | +127.4% |
| 1Y | +129.2% | -16.5% | +145.7% | +143.9% |
| 3Y | +212.5% | +12.1% | +200.4% | +180.7% |
| 5Y | +286.9% | -7.4% | +294.3% | +276.1% |
| 10Y | +432.3% | +210.7% | +221.7% | +128.5% |
| All | +621.7% | +216.3% | +405.4% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling