+116.4%
HPE vs DHR
+11.6%
+104.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.1% | -7.8% | -5.5% |
| 7D | -17.0% | +0.4% | -17.3% | -16.9% |
| 30D | -26.7% | +6.2% | -32.9% | -26.3% |
| 3M | -4.1% | +20.8% | -25.0% | -2.4% |
| 6M | +75.4% | +35.5% | +39.9% | +75.0% |
| YTD | +111.0% | +3.2% | +107.8% | +129.3% |
| 1Y | +116.4% | +10.7% | +105.8% | +133.1% |
| All | +116.4% | +11.6% | +104.9% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 1y: compounded portfolio wealth divided by compounded DHR 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…
1y analysis · Full analysis span regression · 6 months rolling