+370.3%
HPE vs DLR
+188.2%
+182.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.0% |
| 7D | +7.9% | +3.3% | +4.5% | +6.6% |
| 30D | -23.5% | +4.6% | -28.1% | -24.5% |
| 3M | -19.1% | -8.3% | -10.8% | -16.1% |
| 6M | +51.4% | -5.6% | +57.0% | +55.0% |
| YTD | +103.4% | +18.7% | +84.7% | +92.3% |
| 1Y | +114.4% | +17.1% | +97.3% | +103.5% |
| 3Y | +224.7% | +54.4% | +170.3% | +181.8% |
| 5Y | +277.8% | +36.5% | +241.3% | +231.1% |
| All | +370.3% | +188.2% | +182.1% | +240.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling