+269.4%
HPE vs ALM
+2,150.5%
-1,881.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.1% | +9.3% | +5.4% |
| 7D | +13.6% | +3.6% | +10.0% | +13.3% |
| 30D | +7.7% | +33.8% | -26.1% | +5.2% |
| 3M | +22.4% | +14.8% | +7.6% | +20.4% |
| 6M | +172.6% | -7.0% | +179.6% | +169.2% |
| YTD | +147.5% | +108.1% | +39.5% | +134.4% |
| 1Y | +151.8% | +313.8% | -162.0% | +131.0% |
| All | +269.4% | +2,150.5% | -1,881.1% | +243.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling