+129.2%
HPE vs DG
+23.4%
+105.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.4% |
| 7D | -0.6% | +8.4% | -9.0% | -0.2% |
| 30D | -2.3% | +4.9% | -7.2% | -2.0% |
| 3M | -2.9% | +29.3% | -32.2% | -3.2% |
| 6M | +143.6% | -11.3% | +154.8% | +149.9% |
| YTD | +118.5% | +1.8% | +116.8% | +120.1% |
| 1Y | +129.2% | +25.3% | +103.9% | +119.3% |
| All | +129.2% | +23.4% | +105.8% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling