+495.9%
HPE vs D
+35.9%
+460.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.2% | +7.6% |
| 7D | +10.1% | +0.8% | +9.4% | +10.0% |
| 30D | +5.3% | -0.7% | +6.0% | +5.5% |
| 3M | +12.7% | +2.1% | +10.6% | +11.9% |
| 6M | +167.7% | +6.8% | +160.8% | +161.7% |
| YTD | +135.5% | +16.5% | +118.9% | +124.9% |
| 1Y | +143.4% | +19.2% | +124.2% | +130.5% |
| 3Y | +249.2% | +61.9% | +187.3% | +193.0% |
| 5Y | +343.8% | +6.5% | +337.3% | +327.1% |
| 10Y | +495.9% | +35.3% | +460.6% | +439.8% |
| All | +495.9% | +35.9% | +460.0% | +439.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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