+571.9%
HPE vs ABT
+218.9%
+353.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.1% |
| 7D | +7.9% | -1.3% | +9.1% | +8.3% |
| 30D | -23.5% | +6.0% | -29.5% | -25.5% |
| 3M | -19.1% | -1.9% | -17.2% | -19.3% |
| 6M | +51.4% | +31.2% | +20.2% | +32.8% |
| YTD | +103.4% | -11.2% | +114.7% | +109.4% |
| 1Y | +114.4% | -14.0% | +128.4% | +123.5% |
| 3Y | +224.7% | +20.7% | +204.0% | +179.7% |
| 5Y | +277.8% | -6.7% | +284.4% | +264.7% |
| 10Y | +371.1% | +226.3% | +144.8% | +94.9% |
| All | +571.9% | +218.9% | +353.1% | +169.8% |
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