+563.1%
HPE vs DG
+101.8%
+461.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.3% | +11.1% | +12.3% |
| 7D | +19.4% | -6.5% | +25.9% | +20.2% |
| 30D | +5.6% | +4.2% | +1.4% | +5.0% |
| 3M | +33.1% | +9.5% | +23.5% | +31.0% |
| 6M | +192.5% | -13.1% | +205.6% | +196.2% |
| YTD | +160.9% | -4.8% | +165.8% | +160.6% |
| 1Y | +155.0% | +20.6% | +134.4% | +145.4% |
| 3Y | +289.4% | +4.9% | +284.5% | +273.1% |
| 5Y | +395.7% | -37.9% | +433.5% | +434.9% |
| All | +563.1% | +101.8% | +461.3% | +424.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling