+365.4%
HPE vs D
+42.1%
+323.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.3% |
| 7D | -7.1% | +0.8% | -7.9% | -7.4% |
| 30D | -35.3% | +10.7% | -46.0% | -37.1% |
| 3M | -10.4% | +2.3% | -12.7% | -11.2% |
| 6M | +52.5% | +12.5% | +40.0% | +46.9% |
| YTD | +100.3% | +20.1% | +80.2% | +89.5% |
| 1Y | +106.4% | +15.6% | +90.8% | +96.9% |
| 3Y | +227.4% | +75.2% | +152.2% | +168.7% |
| 5Y | +250.6% | +14.6% | +236.0% | +229.2% |
| 10Y | +365.4% | +43.8% | +321.6% | +321.3% |
| All | +365.4% | +42.1% | +323.2% | +321.3% |
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