+666.4%
HPE vs ALNY
+193.3%
+473.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.2% | -5.8% |
| 7D | +1.4% | -6.4% | +7.9% | +2.1% |
| 30D | +1.5% | +11.9% | -10.3% | +0.2% |
| 3M | +21.7% | -15.0% | +36.8% | +22.5% |
| 6M | +164.2% | -23.2% | +187.4% | +168.4% |
| YTD | +132.1% | -37.8% | +169.8% | +141.2% |
| 1Y | +130.6% | -47.3% | +177.9% | +143.7% |
| 3Y | +244.1% | +22.9% | +221.2% | +222.3% |
| 5Y | +340.8% | +30.6% | +310.2% | +298.8% |
| 10Y | +500.2% | +254.6% | +245.5% | +341.9% |
| All | +666.4% | +193.3% | +473.2% | +465.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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