+621.7%
HPE vs DLR
+285.1%
+336.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -0.6% | +1.6% | -2.2% | -1.1% |
| 30D | -2.3% | -3.4% | +1.1% | -1.1% |
| 3M | -2.9% | +0.5% | -3.4% | -3.2% |
| 6M | +143.6% | +4.6% | +139.0% | +139.2% |
| YTD | +118.5% | +23.4% | +95.1% | +102.8% |
| 1Y | +129.2% | +19.0% | +110.2% | +115.0% |
| 3Y | +212.5% | +56.5% | +156.0% | +168.2% |
| 5Y | +286.9% | +33.3% | +253.6% | +238.8% |
| 10Y | +432.3% | +165.1% | +267.2% | +271.6% |
| All | +621.7% | +285.1% | +336.6% | +342.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling