+372.4%
HPE vs D
+44.7%
+327.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -9.7% | +2.4% | -12.1% | -10.3% |
| 30D | -34.8% | +10.9% | -45.7% | -36.6% |
| 3M | -12.1% | +2.8% | -15.0% | -13.0% |
| 6M | +53.7% | +12.7% | +41.0% | +48.0% |
| YTD | +101.9% | +20.3% | +81.6% | +90.9% |
| 1Y | +104.3% | +17.1% | +87.2% | +94.3% |
| 3Y | +223.1% | +75.1% | +147.9% | +165.2% |
| 5Y | +249.2% | +13.1% | +236.0% | +229.6% |
| 10Y | +372.4% | +48.3% | +324.2% | +329.7% |
| All | +372.4% | +44.7% | +327.7% | +329.7% |
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