+116.4%
HPE vs DLR
+11.0%
+105.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.6% | -8.2% | -7.2% |
| 7D | -17.0% | +2.8% | -19.8% | -18.3% |
| 30D | -26.7% | +2.8% | -29.5% | -27.9% |
| 3M | -4.1% | -4.0% | -0.2% | -2.2% |
| 6M | +75.4% | -5.6% | +81.0% | +80.3% |
| YTD | +111.0% | +21.9% | +89.1% | +91.9% |
| 1Y | +116.4% | +13.0% | +103.4% | +99.2% |
| All | +116.4% | +11.0% | +105.5% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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