+225.0%
HPE vs D
+63.9%
+161.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.5% |
| 7D | -0.6% | +1.5% | -2.0% | -0.6% |
| 30D | -2.3% | -2.6% | +0.3% | -2.3% |
| 3M | -2.9% | 0.0% | -2.9% | -3.0% |
| 6M | +143.6% | +7.4% | +136.2% | +142.6% |
| YTD | +118.5% | +15.9% | +102.7% | +117.8% |
| 1Y | +129.2% | +18.1% | +111.1% | +128.4% |
| All | +225.0% | +63.9% | +161.1% | +198.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling