+563.1%
HPE vs DE
+863.9%
-300.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.8% | +12.6% |
| 7D | +19.4% | -2.6% | +22.0% | +20.9% |
| 30D | +5.6% | +9.0% | -3.4% | +0.4% |
| 3M | +33.1% | +19.1% | +13.9% | +19.9% |
| 6M | +192.5% | +14.4% | +178.1% | +169.0% |
| YTD | +160.9% | +45.9% | +115.0% | +109.1% |
| 1Y | +155.0% | +43.6% | +111.4% | +104.7% |
| 3Y | +289.4% | +75.9% | +213.5% | +172.8% |
| 5Y | +395.7% | +98.8% | +296.9% | +212.2% |
| All | +563.1% | +863.9% | -300.8% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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