+388.5%
HPE vs DAR
+307.1%
+81.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.9% |
| 7D | +13.6% | +9.2% | +4.4% | +10.3% |
| 30D | -27.1% | -12.3% | -14.8% | -23.7% |
| 3M | -14.5% | -12.7% | -1.7% | -10.8% |
| 6M | +66.9% | -12.8% | +79.7% | +73.7% |
| YTD | +111.3% | +53.8% | +57.5% | +81.0% |
| 1Y | +117.5% | +60.3% | +57.2% | +83.1% |
| 3Y | +238.1% | +31.7% | +206.3% | +188.2% |
| 5Y | +292.4% | -27.7% | +320.1% | +299.5% |
| All | +388.5% | +307.1% | +81.4% | +130.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling