+59.9%
DIA vs HPE
+250.0%
-190.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.9% | -2.2% |
| 7D | +0.1% | +10.1% | -10.1% | -1.3% |
| 30D | -2.1% | +5.3% | -7.3% | -2.9% |
| 3M | +4.2% | +12.7% | -8.5% | +1.9% |
| 6M | +11.9% | +167.7% | -155.8% | -5.9% |
| YTD | +10.8% | +135.5% | -124.6% | -4.9% |
| 1Y | +17.5% | +143.4% | -125.9% | -0.1% |
| 3Y | +59.9% | +249.2% | -189.2% | +24.3% |
| All | +59.9% | +250.0% | -190.0% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling