+390.2%
HPE vs ALLE
+212.2%
+178.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.4% |
| 7D | +0.3% | -0.8% | +1.1% | +1.0% |
| 30D | -28.6% | +27.4% | -55.9% | -38.0% |
| 3M | -7.4% | +13.8% | -21.2% | -14.8% |
| 6M | +63.7% | +45.5% | +18.2% | +28.6% |
| YTD | +111.7% | +21.4% | +90.3% | +84.5% |
| 1Y | +123.5% | +15.4% | +108.1% | +100.5% |
| 3Y | +238.7% | +91.7% | +147.0% | +115.7% |
| 5Y | +261.0% | +54.5% | +206.5% | +157.0% |
| 10Y | +390.2% | +210.5% | +179.7% | +137.1% |
| All | +390.2% | +212.2% | +178.0% | +137.1% |
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