+293.1%
HPE vs DLR
+39.4%
+253.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +0.3% | -2.0% | +2.3% | +1.5% |
| 30D | -28.6% | +0.5% | -29.1% | -28.5% |
| 3M | -7.4% | -4.4% | -2.9% | -4.9% |
| 6M | +63.7% | -6.4% | +70.1% | +68.5% |
| YTD | +111.7% | +19.5% | +92.2% | +98.0% |
| 1Y | +123.5% | +10.5% | +113.0% | +115.1% |
| 3Y | +238.7% | +54.0% | +184.7% | +190.9% |
| All | +293.1% | +39.4% | +253.7% | +218.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling