+155.0%
HPE vs DG
+19.2%
+135.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.3% | +11.1% | +12.5% |
| 7D | +19.4% | -6.5% | +25.9% | +18.8% |
| 30D | +5.6% | +4.2% | +1.4% | +5.7% |
| 3M | +33.1% | +9.5% | +23.5% | +32.6% |
| 6M | +192.5% | -13.1% | +205.6% | +197.1% |
| YTD | +160.9% | -4.8% | +165.8% | +161.3% |
| 1Y | +155.0% | +20.6% | +134.4% | +143.5% |
| All | +155.0% | +19.2% | +135.8% | +143.5% |
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