+227.4%
HPE vs ALB
-13.4%
+240.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | -7.1% | +9.5% | -16.6% | -8.9% |
| 30D | -35.3% | -2.1% | -33.2% | -35.1% |
| 3M | -10.4% | -24.1% | +13.7% | -6.0% |
| 6M | +52.5% | -51.0% | +103.5% | +73.4% |
| YTD | +100.3% | -29.3% | +129.6% | +110.4% |
| 1Y | +106.4% | +3.2% | +103.2% | +101.0% |
| 3Y | +227.4% | -9.3% | +236.7% | +181.5% |
| All | +227.4% | -13.4% | +240.8% | +181.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling