+370.3%
HPE vs ALB
+32.4%
+337.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.3% |
| 7D | +7.9% | -5.8% | +13.6% | +9.6% |
| 30D | -23.5% | -4.5% | -19.0% | -22.7% |
| 3M | -19.1% | -28.1% | +9.0% | -11.9% |
| 6M | +51.4% | -53.2% | +104.6% | +85.1% |
| YTD | +103.4% | -33.3% | +136.8% | +120.7% |
| 1Y | +114.4% | -17.4% | +131.8% | +117.7% |
| 3Y | +224.7% | -14.1% | +238.8% | +191.8% |
| 5Y | +277.8% | -64.0% | +341.8% | +326.3% |
| All | +370.3% | +32.4% | +337.9% | +166.3% |
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