+116.4%
HPE vs ALLE
+18.6%
+97.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.8% | -7.4% | -5.6% |
| 7D | -17.0% | +6.7% | -23.6% | -17.0% |
| 30D | -26.7% | +25.4% | -52.1% | -27.3% |
| 3M | -4.1% | +16.9% | -21.1% | -3.9% |
| 6M | +75.4% | +46.6% | +28.9% | +66.1% |
| YTD | +111.0% | +22.4% | +88.6% | +120.5% |
| 1Y | +116.4% | +17.7% | +98.7% | +131.2% |
| All | +116.4% | +18.6% | +97.9% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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