+522.9%
HPE vs ALLE
+250.3%
+272.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.9% |
| 7D | -18.7% | -0.6% | -18.2% | -18.5% |
| 30D | -37.9% | +25.3% | -63.2% | -45.9% |
| 3M | -14.4% | +10.3% | -24.7% | -20.2% |
| 6M | +48.2% | +38.0% | +10.2% | +19.3% |
| YTD | +88.6% | +17.8% | +70.8% | +66.4% |
| 1Y | +94.8% | +13.6% | +81.2% | +75.3% |
| 3Y | +202.7% | +89.2% | +113.5% | +92.3% |
| 5Y | +231.6% | +51.1% | +180.6% | +137.1% |
| 10Y | +361.9% | +228.1% | +133.8% | +93.6% |
| All | +522.9% | +250.3% | +272.7% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling