+146.0%
HPE vs ALC
-13.3%
+159.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.0% |
| 7D | +13.6% | -5.3% | +18.9% | +13.3% |
| 30D | +7.7% | -7.1% | +14.8% | +7.2% |
| 3M | +22.4% | +0.8% | +21.6% | +22.2% |
| 6M | +172.6% | -16.0% | +188.6% | +183.6% |
| YTD | +147.5% | -12.7% | +160.3% | +153.2% |
| All | +146.0% | -13.3% | +159.3% | +154.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling