+232.1%
HPE vs D
+12.5%
+219.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.5% |
| 7D | -18.7% | +3.0% | -21.7% | -18.9% |
| 30D | -37.9% | +11.5% | -49.4% | -38.5% |
| 3M | -14.4% | +3.7% | -18.1% | -14.6% |
| 6M | +48.2% | +13.5% | +34.7% | +46.0% |
| YTD | +88.6% | +20.7% | +67.9% | +84.4% |
| 1Y | +94.8% | +18.2% | +76.5% | +90.8% |
| 3Y | +202.7% | +73.3% | +129.4% | +171.4% |
| All | +232.1% | +12.5% | +219.6% | +225.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling