+269.4%
HPE vs DG
+4.6%
+264.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +5.0% |
| 7D | +13.6% | -4.8% | +18.5% | +13.4% |
| 30D | +7.7% | +1.8% | +6.0% | +7.8% |
| 3M | +22.4% | +14.5% | +7.9% | +22.9% |
| 6M | +172.6% | -13.6% | +186.1% | +172.1% |
| YTD | +147.5% | -4.8% | +152.4% | +147.6% |
| 1Y | +151.8% | +21.6% | +130.2% | +153.2% |
| All | +269.4% | +4.6% | +264.8% | +290.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling