+396.0%
HPE vs DG
-37.9%
+433.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.3% | +11.1% | +12.4% |
| 7D | +19.4% | -6.5% | +25.9% | +19.6% |
| 30D | +5.6% | +4.2% | +1.4% | +5.4% |
| 3M | +33.1% | +9.5% | +23.5% | +32.4% |
| 6M | +192.5% | -13.1% | +205.6% | +193.9% |
| YTD | +160.9% | -4.8% | +165.8% | +160.9% |
| 1Y | +155.0% | +20.6% | +134.4% | +151.4% |
| 3Y | +289.4% | +4.9% | +284.5% | +288.4% |
| All | +396.0% | -37.9% | +433.9% | +452.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling