+247.6%
DIA vs HPE
+581.3%
-333.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.4% | -11.5% | -2.3% |
| 7D | -1.6% | +19.4% | -21.0% | -6.4% |
| 30D | -2.0% | +5.6% | -7.6% | -4.0% |
| 3M | +3.6% | +33.1% | -29.4% | -5.4% |
| 6M | +11.5% | +192.5% | -180.9% | -20.8% |
| YTD | +10.4% | +160.9% | -150.6% | -19.3% |
| 1Y | +15.6% | +155.0% | -139.4% | -15.5% |
| 3Y | +58.9% | +289.4% | -230.5% | -4.0% |
| 5Y | +65.3% | +395.7% | -330.3% | -11.1% |
| All | +247.6% | +581.3% | -333.7% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 10y: compounded portfolio wealth divided by compounded HPE 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…
10y analysis · Full analysis span regression · 6 months rolling