+269.4%
HPE vs DD
+42.2%
+227.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +6.6% |
| 7D | +13.6% | -3.8% | +17.4% | +15.9% |
| 30D | +7.7% | -9.2% | +16.9% | +13.6% |
| 3M | +22.4% | -9.0% | +31.4% | +28.7% |
| 6M | +172.6% | -5.0% | +177.6% | +180.6% |
| YTD | +147.5% | +7.4% | +140.1% | +139.0% |
| 1Y | +151.8% | +35.1% | +116.7% | +114.7% |
| All | +269.4% | +42.2% | +227.2% | +202.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling