+311.9%
HPE vs ALB
-45.0%
+356.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | 0.0% | -3.5% |
| 7D | -0.6% | -8.1% | +7.5% | +1.2% |
| 30D | -2.3% | +6.3% | -8.6% | -3.9% |
| 3M | -2.9% | -23.6% | +20.7% | +2.6% |
| 6M | +143.6% | -24.6% | +168.2% | +156.2% |
| YTD | +118.5% | -10.3% | +128.8% | +119.6% |
| 1Y | +129.2% | +61.5% | +67.7% | +99.3% |
| 3Y | +212.5% | -34.0% | +246.5% | +208.9% |
| All | +311.9% | -45.0% | +356.9% | +298.5% |
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 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