+246.3%
HPE vs DE
+75.2%
+171.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.4% | -6.3% |
| 7D | +1.4% | -2.4% | +3.8% | +2.3% |
| 30D | +1.5% | +9.7% | -8.2% | -2.5% |
| 3M | +21.7% | +21.4% | +0.4% | +11.4% |
| 6M | +164.2% | +15.0% | +149.2% | +146.4% |
| YTD | +132.1% | +46.4% | +85.6% | +96.0% |
| 1Y | +130.6% | +45.6% | +85.0% | +94.3% |
| All | +246.3% | +75.2% | +171.1% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling