+224.7%
HPE vs D
+73.4%
+151.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.7% |
| 7D | +7.9% | -1.4% | +9.2% | +7.7% |
| 30D | -23.5% | +7.7% | -31.2% | -23.0% |
| 3M | -19.1% | -0.3% | -18.8% | -18.7% |
| 6M | +51.4% | +10.1% | +41.3% | +51.9% |
| YTD | +103.4% | +19.1% | +84.4% | +104.6% |
| 1Y | +114.4% | +15.9% | +98.5% | +115.5% |
| 3Y | +224.7% | +75.0% | +149.7% | +213.4% |
| All | +224.7% | +73.4% | +151.3% | +213.4% |
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