+129.2%
HPE vs DINO
+111.1%
+18.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.3% |
| 7D | -0.6% | +5.7% | -6.3% | -2.0% |
| 30D | -2.3% | +27.8% | -30.1% | -8.3% |
| 3M | -2.9% | +45.6% | -48.5% | -12.6% |
| 6M | +143.6% | +88.5% | +55.1% | +103.8% |
| YTD | +118.5% | +134.1% | -15.6% | +71.5% |
| 1Y | +129.2% | +111.1% | +18.1% | +87.5% |
| All | +129.2% | +111.1% | +18.1% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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