+130.6%
HPE vs DLR
+14.5%
+116.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.0% | -4.3% | -5.3% |
| 7D | +1.4% | -1.3% | +2.7% | +2.1% |
| 30D | +1.5% | -2.9% | +4.4% | +3.1% |
| 3M | +21.7% | +3.2% | +18.5% | +20.4% |
| 6M | +164.2% | +3.9% | +160.3% | +157.3% |
| YTD | +132.1% | +21.4% | +110.6% | +109.4% |
| 1Y | +130.6% | +9.7% | +121.0% | +119.0% |
| All | +130.6% | +14.5% | +116.2% | +119.0% |
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