+677.7%
HPE vs DE
+976.1%
-298.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.6% | +8.7% |
| 7D | +10.1% | +0.7% | +9.5% | +9.6% |
| 30D | +5.3% | +9.6% | -4.4% | -0.2% |
| 3M | +12.7% | +19.0% | -6.3% | +1.8% |
| 6M | +167.7% | +16.1% | +151.6% | +144.7% |
| YTD | +135.5% | +47.0% | +88.4% | +88.4% |
| 1Y | +143.4% | +43.1% | +100.2% | +96.2% |
| 3Y | +249.2% | +77.5% | +171.7% | +144.4% |
| 5Y | +343.8% | +96.4% | +247.5% | +183.6% |
| 10Y | +495.9% | +852.9% | -357.0% | +62.5% |
| All | +677.7% | +976.1% | -298.4% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling