+298.8%
HPE vs ALLE
+13.7%
+285.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.7% |
| 3M | -2.9% | +21.0% | -23.9% | -12.3% |
| 6M | +143.6% | +1.1% | +142.5% | +140.3% |
| YTD | +118.5% | -0.5% | +119.1% | +117.1% |
| 1Y | +129.2% | -7.3% | +136.5% | +135.4% |
| 3Y | +212.5% | +42.3% | +170.3% | +150.8% |
| All | +298.8% | +13.7% | +285.0% | +215.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling