+540.2%
HPE vs ALB
+80.1%
+460.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.8% | +7.9% | +5.9% |
| 7D | +13.6% | -8.6% | +22.2% | +16.5% |
| 30D | +7.7% | -4.0% | +11.8% | +8.6% |
| 3M | +22.4% | -17.4% | +39.8% | +28.5% |
| 6M | +172.6% | -25.4% | +198.0% | +191.6% |
| YTD | +147.5% | -10.5% | +158.0% | +148.5% |
| 1Y | +151.8% | +75.8% | +76.0% | +104.3% |
| 3Y | +267.1% | -28.5% | +295.6% | +257.1% |
| 5Y | +362.8% | -45.1% | +407.9% | +357.3% |
| 10Y | +540.2% | +87.3% | +452.8% | +228.4% |
| All | +540.2% | +80.1% | +460.1% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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