+717.5%
HPE vs DGX
+347.1%
+370.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +13.6% | -2.2% | +15.9% | +14.5% |
| 30D | +7.7% | -0.9% | +8.6% | +8.0% |
| 3M | +22.4% | +15.6% | +6.8% | +16.0% |
| 6M | +172.6% | +17.8% | +154.8% | +155.7% |
| YTD | +147.5% | +37.5% | +110.1% | +118.6% |
| 1Y | +151.8% | +31.2% | +120.6% | +125.2% |
| 3Y | +267.1% | +96.6% | +170.5% | +170.8% |
| 5Y | +362.8% | +64.9% | +297.8% | +262.0% |
| 10Y | +540.2% | +254.6% | +285.6% | +208.1% |
| All | +717.5% | +347.1% | +370.3% | +244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling