+129.2%
HPE vs DOV
+11.5%
+117.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -5.0% |
| 7D | -0.6% | -2.7% | +2.1% | +0.7% |
| 30D | -2.3% | -8.1% | +5.8% | +1.8% |
| 3M | -2.9% | -9.4% | +6.5% | +1.6% |
| 6M | +143.6% | -12.6% | +156.2% | +156.8% |
| YTD | +118.5% | -0.5% | +119.0% | +124.2% |
| 1Y | +129.2% | +9.2% | +120.0% | +144.8% |
| All | +129.2% | +11.5% | +117.7% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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