+677.7%
HPE vs DG
+120.5%
+557.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.0% | +11.8% | +8.2% |
| 7D | +10.1% | -2.5% | +12.6% | +10.4% |
| 30D | +5.3% | +1.0% | +4.3% | +5.0% |
| 3M | +12.7% | +20.3% | -7.6% | +9.5% |
| 6M | +167.7% | -11.7% | +179.4% | +170.7% |
| YTD | +135.5% | -2.3% | +137.8% | +134.4% |
| 1Y | +143.4% | +20.0% | +123.4% | +134.3% |
| 3Y | +249.2% | +7.2% | +241.9% | +233.2% |
| 5Y | +343.8% | -37.9% | +381.8% | +377.6% |
| 10Y | +495.9% | +107.3% | +388.6% | +374.6% |
| All | +677.7% | +120.5% | +557.2% | +479.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling