+396.0%
HPE vs DE
+97.2%
+298.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.8% | +12.6% |
| 7D | +19.4% | -2.6% | +22.0% | +20.7% |
| 30D | +5.6% | +9.0% | -3.4% | +1.1% |
| 3M | +33.1% | +19.1% | +13.9% | +21.7% |
| 6M | +192.5% | +14.4% | +178.1% | +171.9% |
| YTD | +160.9% | +45.9% | +115.0% | +115.8% |
| 1Y | +155.0% | +43.6% | +111.4% | +111.3% |
| 3Y | +289.4% | +75.9% | +213.5% | +186.7% |
| All | +396.0% | +97.2% | +298.8% | +231.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling