+146.0%
HPE vs D
+16.0%
+130.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.0% |
| 7D | +13.6% | -0.4% | +14.1% | +13.6% |
| 30D | +7.7% | -2.1% | +9.8% | +7.6% |
| 3M | +22.4% | -0.7% | +23.1% | +21.9% |
| 6M | +172.6% | +5.6% | +167.0% | +169.6% |
| YTD | +147.5% | +14.6% | +133.0% | +148.5% |
| All | +146.0% | +16.0% | +130.0% | +152.3% |
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 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