+621.7%
HPE vs DAR
+518.5%
+103.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.2% |
| 7D | -0.6% | +1.4% | -1.9% | -1.1% |
| 30D | -2.3% | +12.8% | -15.1% | -6.5% |
| 3M | -2.9% | +7.4% | -10.2% | -5.7% |
| 6M | +143.6% | +22.3% | +121.3% | +126.0% |
| YTD | +118.5% | +81.1% | +37.4% | +77.4% |
| 1Y | +129.2% | +106.5% | +22.7% | +75.7% |
| 3Y | +212.5% | +5.3% | +207.2% | +189.7% |
| 5Y | +286.9% | -11.5% | +298.5% | +265.2% |
| 10Y | +432.3% | +353.3% | +79.0% | +145.8% |
| All | +621.7% | +518.5% | +103.2% | +204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling