+599.2%
HPE vs ALB
+114.5%
+484.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.5% |
| 7D | +0.3% | +1.1% | -0.7% | -0.2% |
| 30D | -28.6% | -2.6% | -26.0% | -28.2% |
| 3M | -7.4% | -25.6% | +18.2% | +0.2% |
| 6M | +63.7% | -54.0% | +117.7% | +103.0% |
| YTD | +111.7% | -31.6% | +143.3% | +128.7% |
| 1Y | +123.5% | -6.6% | +130.0% | +118.4% |
| 3Y | +238.7% | -14.0% | +252.7% | +202.8% |
| 5Y | +261.0% | -62.5% | +323.6% | +303.4% |
| 10Y | +390.2% | +36.3% | +353.9% | +155.3% |
| All | +599.2% | +114.5% | +484.7% | +171.4% |
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