+621.7%
HPE vs DD
+99.4%
+522.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.8% | -4.7% |
| 7D | -0.6% | -3.5% | +2.9% | +1.4% |
| 30D | -2.3% | -10.3% | +8.0% | +3.8% |
| 3M | -2.9% | -7.5% | +4.7% | +1.4% |
| 6M | +143.6% | -8.0% | +151.6% | +155.2% |
| YTD | +118.5% | +10.5% | +108.1% | +106.5% |
| 1Y | +129.2% | +38.3% | +90.9% | +89.9% |
| 3Y | +212.5% | +42.5% | +170.0% | +148.2% |
| 5Y | +286.9% | +60.2% | +226.7% | +182.8% |
| 10Y | +432.3% | +68.9% | +363.5% | +229.4% |
| All | +621.7% | +99.4% | +522.3% | +292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling