+621.7%
HPE vs ALM
+2,010.5%
-1,388.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.4% |
| 7D | -0.6% | -2.6% | +2.0% | -0.5% |
| 30D | -2.3% | +32.0% | -34.3% | -3.5% |
| 3M | -2.9% | -15.0% | +12.2% | -2.7% |
| 6M | +143.6% | -10.1% | +153.7% | +142.6% |
| YTD | +118.5% | +99.4% | +19.1% | +112.0% |
| 1Y | +129.2% | +316.4% | -187.1% | +117.2% |
| 3Y | +212.5% | +2,022.0% | -1,809.5% | +182.3% |
| 5Y | +286.9% | +941.2% | -654.3% | +253.0% |
| 10Y | +432.3% | +2,950.3% | -2,518.0% | +379.0% |
| All | +621.7% | +2,010.5% | -1,388.8% | +553.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling