+396.0%
HPE vs DGX
+66.8%
+329.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.8% | +12.2% |
| 7D | +19.4% | -0.9% | +20.3% | +19.6% |
| 30D | +5.6% | -1.2% | +6.8% | +5.8% |
| 3M | +33.1% | +15.8% | +17.3% | +30.3% |
| 6M | +192.5% | +18.2% | +174.3% | +185.1% |
| YTD | +160.9% | +37.2% | +123.7% | +147.0% |
| 1Y | +155.0% | +30.4% | +124.6% | +143.1% |
| 3Y | +289.4% | +96.7% | +192.7% | +226.4% |
| All | +396.0% | +66.8% | +329.2% | +287.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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