+155.0%
HPE vs ALB
+66.4%
+88.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -3.4% | +15.9% | +13.1% |
| 7D | +19.4% | -6.6% | +26.0% | +20.8% |
| 30D | +5.6% | -8.1% | +13.7% | +6.9% |
| 3M | +33.1% | -25.7% | +58.7% | +39.5% |
| 6M | +192.5% | -29.5% | +221.9% | +206.2% |
| YTD | +160.9% | -16.2% | +177.1% | +166.6% |
| 1Y | +155.0% | +59.2% | +95.7% | +148.8% |
| All | +155.0% | +66.4% | +88.6% | +148.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling