+104.3%
HPE vs ALC
+0.5%
+103.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +0.4% |
| 7D | -9.7% | +2.3% | -12.1% | -8.8% |
| 30D | -34.8% | +15.5% | -50.3% | -31.9% |
| 3M | -12.1% | +0.6% | -12.7% | -9.6% |
| 6M | +53.7% | +18.4% | +35.3% | +57.7% |
| YTD | +101.9% | -5.6% | +107.5% | +113.4% |
| 1Y | +104.3% | 0.0% | +104.3% | +114.5% |
| All | +104.3% | +0.5% | +103.8% | +114.5% |
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