Context. Plasma processes occurring in the corona and solar wind can be probed by studying the thermodynamic properties of different ion species. However, most in situ observations of positive ions in the solar wind are taken at 1 AU, where information on their solar source properties may have been irreversibly erased. Aims. In this study we aim to use the properties of alpha particles at heliocentric distances between 0.3 AU and 1 AU to study plasma processes occurring at the points of observation, and to infer processes occurring inside 0.3 AU by comparing our results to previous remote sensing observations of the plasma closer to the Sun. Methods. We reprocessed the original Helios positive ion distribution functions, isolated the alpha particle population, and computed the alpha particle number density, velocity, and magnetic field perpendicular and parallel temperatures. We then investigated the radial variation of alpha particle temperatures in fast solar wind observed between 0.3 AU and 1 AU. Results. Between 0.3 AU and 1 AU alpha particles are heated in the magnetic field perpendicular direction and cooled in the magnetic field parallel direction. Alpha particle evolution is bounded by the alpha firehose instability threshold, which provides one possible mechanism to explain the observed parallel cooling and perpendicular heating. Closer to the Sun our observations suggest that the alpha particles undergo heating in the perpendicular direction, whilst the large magnetic field parallel temperatures observed at 0.3 AU may be due to the combined effect of double adiabatic expansion and alpha particle deceleration inside 0.3 AU.