+522.9%
HPE vs D
+50.5%
+472.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | -18.7% | +3.0% | -21.7% | -19.4% |
| 30D | -37.9% | +11.5% | -49.4% | -39.8% |
| 3M | -14.4% | +3.7% | -18.1% | -15.4% |
| 6M | +48.2% | +13.5% | +34.7% | +42.3% |
| YTD | +88.6% | +20.7% | +67.9% | +77.9% |
| 1Y | +94.8% | +18.2% | +76.5% | +84.4% |
| 3Y | +202.7% | +73.3% | +129.4% | +148.4% |
| 5Y | +231.6% | +12.3% | +219.4% | +213.1% |
| 10Y | +361.9% | +43.4% | +318.5% | +298.6% |
| All | +522.9% | +50.5% | +472.4% | +346.0% |
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