+250.6%
HPE vs ALB
-62.4%
+312.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | -7.1% | +9.5% | -16.6% | -9.2% |
| 30D | -35.3% | -2.1% | -33.2% | -35.1% |
| 3M | -10.4% | -24.1% | +13.7% | -5.4% |
| 6M | +52.5% | -51.0% | +103.5% | +76.5% |
| YTD | +100.3% | -29.3% | +129.6% | +111.4% |
| 1Y | +106.4% | +3.2% | +103.2% | +99.4% |
| 3Y | +227.4% | -9.3% | +236.7% | +194.8% |
| 5Y | +250.6% | -61.6% | +312.2% | +263.2% |
| All | +250.6% | -62.4% | +312.9% | +263.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling