+249.2%
HPE vs ALC
-15.5%
+264.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.0% | +9.7% | +8.2% |
| 7D | +10.1% | -3.7% | +13.8% | +11.2% |
| 30D | +5.3% | -3.7% | +9.0% | +6.1% |
| 3M | +12.7% | +4.6% | +8.1% | +10.3% |
| 6M | +167.7% | -14.6% | +182.3% | +180.9% |
| YTD | +135.5% | -11.9% | +147.3% | +143.3% |
| 1Y | +143.4% | -13.1% | +156.5% | +152.5% |
| 3Y | +249.2% | -15.0% | +264.2% | +265.3% |
| All | +249.2% | -15.5% | +264.7% | +265.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling