+102.7%
HPE vs D
+16.2%
+86.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.0% |
| 7D | -7.1% | +0.8% | -7.9% | -6.7% |
| 30D | -35.3% | +10.7% | -46.0% | -33.7% |
| 3M | -10.4% | +2.3% | -12.7% | -8.9% |
| 6M | +52.5% | +12.5% | +40.0% | +53.6% |
| YTD | +100.3% | +20.1% | +80.2% | +106.0% |
| All | +102.7% | +16.2% | +86.5% | +106.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling