+155.0%
HPE vs DD
+34.9%
+120.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.7% | +12.6% |
| 7D | +19.4% | -3.5% | +22.9% | +21.8% |
| 30D | +5.6% | -11.7% | +17.3% | +13.6% |
| 3M | +33.1% | -9.2% | +42.3% | +40.5% |
| 6M | +192.5% | -7.2% | +199.6% | +205.5% |
| YTD | +160.9% | +6.6% | +154.3% | +159.5% |
| 1Y | +155.0% | +32.0% | +123.0% | +137.7% |
| All | +155.0% | +34.9% | +120.1% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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