+540.2%
HPE vs DAR
+364.6%
+175.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.9% |
| 7D | +13.6% | -0.2% | +13.8% | +13.7% |
| 30D | +7.7% | +7.4% | +0.3% | +4.9% |
| 3M | +22.4% | +15.7% | +6.7% | +15.9% |
| 6M | +172.6% | +30.0% | +142.6% | +147.9% |
| YTD | +147.5% | +87.5% | +60.0% | +98.5% |
| 1Y | +151.8% | +113.4% | +38.4% | +90.9% |
| 3Y | +267.1% | +15.3% | +251.8% | +230.1% |
| 5Y | +362.8% | -4.3% | +367.1% | +325.0% |
| 10Y | +540.2% | +380.2% | +160.0% | +183.9% |
| All | +540.2% | +364.6% | +175.5% | +183.9% |
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