+215.5%
HPE vs ALLE
+42.6%
+172.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.9% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -2.3% | -6.8% | +4.5% | +0.2% |
| 3M | -2.9% | +21.0% | -23.9% | -11.1% |
| 6M | +143.6% | +1.1% | +142.5% | +142.6% |
| YTD | +118.5% | -0.5% | +119.1% | +119.2% |
| 1Y | +129.2% | -7.3% | +136.5% | +137.3% |
| All | +215.5% | +42.6% | +172.9% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling