+362.8%
HPE vs DLR
+40.9%
+321.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +13.6% | +2.9% | +10.7% | +12.5% |
| 30D | +7.7% | -1.2% | +8.9% | +8.3% |
| 3M | +22.4% | +2.9% | +19.5% | +20.9% |
| 6M | +172.6% | +6.7% | +165.9% | +165.1% |
| YTD | +147.5% | +23.9% | +123.6% | +127.6% |
| 1Y | +151.8% | +18.6% | +133.2% | +134.8% |
| 3Y | +267.1% | +59.7% | +207.4% | +211.9% |
| 5Y | +362.8% | +42.1% | +320.7% | +264.3% |
| All | +362.8% | +40.9% | +321.8% | +264.3% |
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