+566.9%
HPE vs ALB
+112.1%
+454.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +2.1% |
| 7D | -9.7% | +5.3% | -15.0% | -11.4% |
| 30D | -34.8% | -6.3% | -28.5% | -33.7% |
| 3M | -12.1% | -27.4% | +15.3% | -4.3% |
| 6M | +53.7% | -53.1% | +106.8% | +89.4% |
| YTD | +101.9% | -32.3% | +134.2% | +118.8% |
| 1Y | +104.3% | -7.3% | +111.6% | +100.1% |
| 3Y | +223.1% | -14.9% | +238.0% | +189.7% |
| 5Y | +249.2% | -62.0% | +311.2% | +287.5% |
| 10Y | +372.4% | +33.0% | +339.4% | +148.7% |
| All | +566.9% | +112.1% | +454.8% | +159.7% |
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