+307.9%
HPE vs ALC
+24.0%
+283.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.6% |
| 7D | -0.6% | -2.1% | +1.5% | +0.3% |
| 30D | -2.3% | -0.1% | -2.2% | -2.4% |
| 3M | -2.9% | +5.9% | -8.8% | -6.2% |
| 6M | +143.6% | -15.9% | +159.5% | +159.3% |
| YTD | +118.5% | -10.1% | +128.6% | +124.7% |
| 1Y | +129.2% | -10.2% | +139.4% | +135.0% |
| 3Y | +212.5% | -13.6% | +226.1% | +219.4% |
| 5Y | +286.9% | -15.1% | +302.0% | +289.8% |
| All | +307.9% | +24.0% | +283.9% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling