+116.4%
HPE vs DAR
+63.3%
+53.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.5% | -3.2% | -5.1% |
| 7D | -17.0% | -5.7% | -11.3% | -15.7% |
| 30D | -26.7% | -16.6% | -10.1% | -23.7% |
| 3M | -4.1% | -13.1% | +8.9% | -1.3% |
| 6M | +75.4% | -18.8% | +94.2% | +82.8% |
| YTD | +111.0% | +45.3% | +65.7% | +107.4% |
| 1Y | +116.4% | +60.6% | +55.8% | +108.0% |
| All | +116.4% | +63.3% | +53.2% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling