+677.7%
HPE vs DHR
+466.7%
+211.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +8.9% | +8.0% |
| 7D | +10.1% | -0.8% | +11.0% | +10.4% |
| 30D | +5.3% | +0.2% | +5.1% | +5.1% |
| 3M | +12.7% | +12.1% | +0.6% | +8.5% |
| 6M | +167.7% | +5.4% | +162.2% | +161.1% |
| YTD | +135.5% | -10.0% | +145.4% | +139.5% |
| 1Y | +143.4% | +4.1% | +139.3% | +137.1% |
| 3Y | +249.2% | -5.2% | +254.4% | +244.7% |
| 5Y | +343.8% | -28.2% | +372.1% | +360.1% |
| 10Y | +495.9% | +208.4% | +287.5% | +377.7% |
| All | +677.7% | +466.7% | +211.0% | +427.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling