+365.4%
HPE vs ALLE
+233.6%
+131.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.4% | +4.7% |
| 7D | -7.1% | -0.6% | -6.5% | -6.7% |
| 30D | -35.3% | +26.6% | -61.9% | -43.7% |
| 3M | -10.4% | +13.2% | -23.6% | -17.4% |
| 6M | +52.5% | +42.9% | +9.6% | +21.2% |
| YTD | +100.3% | +21.0% | +79.2% | +74.8% |
| 1Y | +106.4% | +15.2% | +91.2% | +85.3% |
| 3Y | +227.4% | +95.6% | +131.8% | +106.0% |
| 5Y | +250.6% | +53.4% | +197.2% | +150.9% |
| 10Y | +365.4% | +221.5% | +143.9% | +125.9% |
| All | +365.4% | +233.6% | +131.7% | +125.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling