+621.7%
HPE vs ALB
+181.2%
+440.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | 0.0% | -3.2% |
| 7D | -0.6% | -8.1% | +7.5% | +1.8% |
| 30D | -2.3% | +6.3% | -8.6% | -4.5% |
| 3M | -2.9% | -23.6% | +20.7% | +4.6% |
| 6M | +143.6% | -24.6% | +168.2% | +160.6% |
| YTD | +118.5% | -10.3% | +128.8% | +119.2% |
| 1Y | +129.2% | +61.5% | +67.7% | +88.2% |
| 3Y | +212.5% | -34.0% | +246.5% | +212.2% |
| 5Y | +286.9% | -44.6% | +331.5% | +280.1% |
| 10Y | +432.3% | +76.1% | +356.2% | +158.5% |
| All | +621.7% | +181.2% | +440.5% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling