+621.7%
HPE vs ALLE
+195.8%
+425.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -5.1% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -2.3% | -6.8% | +4.5% | +1.6% |
| 3M | -2.9% | +21.0% | -23.9% | -14.6% |
| 6M | +143.6% | +1.1% | +142.5% | +137.9% |
| YTD | +118.5% | -0.5% | +119.1% | +115.0% |
| 1Y | +129.2% | -7.3% | +136.5% | +134.6% |
| 3Y | +212.5% | +42.3% | +170.3% | +138.5% |
| 5Y | +286.9% | +13.5% | +273.4% | +233.2% |
| 10Y | +432.3% | +144.0% | +288.3% | +173.4% |
| All | +621.7% | +195.8% | +425.9% | +226.9% |
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 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