+489.7%
HPE vs ALM
+2,776.7%
-2,287.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.6% | +3.4% | -5.8% |
| 7D | +1.4% | -7.1% | +8.6% | +1.8% |
| 30D | +1.5% | +24.7% | -23.1% | +0.4% |
| 3M | +21.7% | +8.3% | +13.4% | +20.9% |
| 6M | +164.2% | -22.2% | +186.3% | +164.7% |
| YTD | +132.1% | +88.1% | +44.0% | +124.5% |
| 1Y | +130.6% | +272.4% | -141.7% | +117.2% |
| 3Y | +244.1% | +2,004.1% | -1,760.0% | +203.3% |
| 5Y | +340.8% | +915.8% | -575.0% | +294.0% |
| All | +489.7% | +2,776.7% | -2,287.0% | +410.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling