+63.8%
DIA vs HPE
+333.5%
-269.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.2% | +5.6% | +0.5% |
| 7D | -3.0% | +1.4% | -4.4% | -3.4% |
| 30D | -3.0% | +1.5% | -4.5% | -3.6% |
| 3M | +4.5% | +21.7% | -17.2% | -0.2% |
| 6M | +9.8% | +164.2% | -154.4% | -12.7% |
| YTD | +9.3% | +132.1% | -122.8% | -10.8% |
| 1Y | +16.0% | +130.6% | -114.7% | -5.7% |
| 3Y | +57.7% | +244.1% | -186.4% | +11.0% |
| 5Y | +63.8% | +340.8% | -277.1% | +3.8% |
| All | +63.8% | +333.5% | -269.8% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling