+717.5%
HPE vs AFL
+385.0%
+332.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +13.6% | -2.1% | +15.8% | +15.0% |
| 30D | +7.7% | -5.4% | +13.1% | +11.2% |
| 3M | +22.4% | -0.3% | +22.6% | +21.5% |
| 6M | +172.6% | +5.2% | +167.4% | +160.9% |
| YTD | +147.5% | +5.7% | +141.8% | +135.8% |
| 1Y | +151.8% | +10.2% | +141.6% | +133.1% |
| 3Y | +267.1% | +63.4% | +203.6% | +157.9% |
| 5Y | +362.8% | +133.0% | +229.7% | +156.3% |
| 10Y | +540.2% | +299.5% | +240.6% | +135.7% |
| All | +717.5% | +385.0% | +332.5% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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