+621.7%
HPE vs D
+44.5%
+577.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.1% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -2.3% | -3.6% | +1.3% | -1.4% |
| 3M | -2.9% | -1.0% | -1.9% | -2.8% |
| 6M | +143.6% | +6.3% | +137.3% | +138.3% |
| YTD | +118.5% | +14.7% | +103.8% | +109.5% |
| 1Y | +129.2% | +16.9% | +112.3% | +118.0% |
| 3Y | +212.5% | +56.8% | +155.7% | +164.4% |
| 5Y | +286.9% | +5.2% | +281.7% | +272.8% |
| 10Y | +432.3% | +35.9% | +396.5% | +367.5% |
| All | +621.7% | +44.5% | +577.2% | +423.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling