+717.5%
HPE vs DINO
+213.7%
+503.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +13.6% | +2.0% | +11.7% | +13.0% |
| 30D | +7.7% | +27.7% | -20.0% | -0.5% |
| 3M | +22.4% | +56.3% | -33.9% | +5.1% |
| 6M | +172.6% | +107.6% | +65.0% | +113.1% |
| YTD | +147.5% | +140.2% | +7.3% | +83.4% |
| 1Y | +151.8% | +113.0% | +38.8% | +93.6% |
| 3Y | +267.1% | +100.1% | +167.0% | +179.4% |
| 5Y | +362.8% | +328.7% | +34.0% | +162.9% |
| 10Y | +540.2% | +489.2% | +51.0% | +217.5% |
| All | +717.5% | +213.7% | +503.8% | +366.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling