+495.9%
HPE vs ALLE
+148.2%
+347.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +8.1% |
| 7D | +10.1% | +2.8% | +7.4% | +8.4% |
| 30D | +5.3% | -7.6% | +12.9% | +9.9% |
| 3M | +12.7% | +22.8% | -10.1% | -1.5% |
| 6M | +167.7% | +4.6% | +163.1% | +156.3% |
| YTD | +135.5% | -1.2% | +136.7% | +132.7% |
| 1Y | +143.4% | -9.1% | +152.5% | +152.1% |
| 3Y | +249.2% | +50.0% | +199.2% | +159.3% |
| 5Y | +343.8% | +15.2% | +328.6% | +279.6% |
| 10Y | +495.9% | +151.1% | +344.8% | +235.1% |
| All | +495.9% | +148.2% | +347.6% | +235.1% |
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