+396.0%
HPE vs DHI
+61.2%
+334.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.7% | +12.0% |
| 7D | +19.4% | -3.4% | +22.8% | +20.4% |
| 30D | +5.6% | -5.4% | +11.1% | +7.0% |
| 3M | +33.1% | -10.4% | +43.5% | +36.0% |
| 6M | +192.5% | -2.8% | +195.2% | +191.9% |
| YTD | +160.9% | -3.4% | +164.3% | +160.2% |
| 1Y | +155.0% | -22.9% | +177.9% | +168.1% |
| 3Y | +289.4% | +20.7% | +268.7% | +245.7% |
| All | +396.0% | +61.2% | +334.8% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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