+276.9%
HPE vs ALC
+30.3%
+246.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.4% |
| 7D | -9.7% | +2.3% | -12.1% | -10.7% |
| 30D | -34.8% | +15.5% | -50.3% | -38.8% |
| 3M | -12.1% | +0.6% | -12.7% | -13.2% |
| 6M | +53.7% | +18.4% | +35.3% | +39.6% |
| YTD | +101.9% | -5.6% | +107.5% | +101.6% |
| 1Y | +104.3% | 0.0% | +104.3% | +98.0% |
| 3Y | +223.1% | +2.8% | +220.2% | +201.2% |
| 5Y | +249.2% | -8.8% | +258.0% | +239.0% |
| All | +276.9% | +30.3% | +246.6% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling