+232.1%
HPE vs ALLE
+49.9%
+182.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | -18.7% | -0.6% | -18.2% | -18.6% |
| 30D | -37.9% | +25.3% | -63.2% | -43.9% |
| 3M | -14.4% | +10.3% | -24.7% | -18.4% |
| 6M | +48.2% | +38.0% | +10.2% | +25.6% |
| YTD | +88.6% | +17.8% | +70.8% | +73.0% |
| 1Y | +94.8% | +13.6% | +81.2% | +81.8% |
| 3Y | +202.7% | +89.2% | +113.5% | +109.6% |
| All | +232.1% | +49.9% | +182.2% | +144.3% |
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