+261.0%
HPE vs ALM
+456.2%
-195.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +0.3% | -7.2% | +7.5% | +1.0% |
| 30D | -28.6% | -26.4% | -2.2% | -26.7% |
| 3M | -7.4% | -38.6% | +31.2% | -3.9% |
| 6M | +63.7% | -61.0% | +124.7% | +73.9% |
| YTD | +111.7% | -7.4% | +119.1% | +112.4% |
| 1Y | +123.5% | +14.0% | +109.5% | +121.1% |
| 3Y | +238.7% | +844.4% | -605.8% | +200.6% |
| 5Y | +261.0% | +410.8% | -149.8% | +235.7% |
| All | +261.0% | +456.2% | -195.2% | +235.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling