+276.2%
HPE vs ALC
-9.1%
+285.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.2% | -6.9% | -4.5% |
| 7D | +7.9% | -1.1% | +9.0% | +8.1% |
| 30D | -23.5% | +16.0% | -39.5% | -27.0% |
| 3M | -19.1% | +0.8% | -19.9% | -19.6% |
| 6M | +51.4% | +16.8% | +34.6% | +41.4% |
| YTD | +103.4% | -5.5% | +108.9% | +104.8% |
| 1Y | +114.4% | -5.3% | +119.6% | +115.5% |
| 3Y | +224.7% | +4.1% | +220.6% | +208.1% |
| All | +276.2% | -9.1% | +285.3% | +267.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling