+114.4%
HPE vs DG
+31.9%
+82.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.8% |
| 7D | +7.9% | +0.3% | +7.6% | +7.9% |
| 30D | -23.5% | +3.2% | -26.7% | -22.6% |
| 3M | -19.1% | +10.4% | -29.5% | -17.4% |
| 6M | +51.4% | +33.2% | +18.2% | +53.0% |
| YTD | +103.4% | +3.0% | +100.5% | +107.9% |
| 1Y | +114.4% | +31.2% | +83.2% | +111.8% |
| All | +114.4% | +31.9% | +82.5% | +111.8% |
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