+340.8%
HPE vs DHR
-29.9%
+370.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.1% | -4.1% | -5.6% |
| 7D | +1.4% | -5.0% | +6.4% | +3.0% |
| 30D | +1.5% | -3.3% | +4.9% | +2.5% |
| 3M | +21.7% | +9.4% | +12.3% | +16.8% |
| 6M | +164.2% | +3.2% | +161.0% | +157.6% |
| YTD | +132.1% | -12.0% | +144.1% | +140.4% |
| 1Y | +130.6% | +4.9% | +125.8% | +121.7% |
| 3Y | +244.1% | -7.4% | +251.5% | +236.9% |
| 5Y | +340.8% | -29.8% | +370.6% | +305.5% |
| All | +340.8% | -29.9% | +370.7% | +305.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling