+563.1%
HPE vs DHR
+209.4%
+353.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.6% | +12.5% |
| 7D | +19.4% | -3.6% | +23.0% | +21.0% |
| 30D | +5.6% | -2.7% | +8.4% | +6.5% |
| 3M | +33.1% | +10.9% | +22.1% | +26.0% |
| 6M | +192.5% | +3.0% | +189.4% | +183.6% |
| YTD | +160.9% | -12.2% | +173.1% | +170.4% |
| 1Y | +155.0% | +3.3% | +151.7% | +144.9% |
| 3Y | +289.4% | -8.2% | +297.6% | +283.3% |
| 5Y | +395.7% | -29.9% | +425.6% | +434.6% |
| All | +563.1% | +209.4% | +353.7% | +219.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling