+677.7%
HPE vs DOV
+398.8%
+278.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.0% | +6.8% | +7.1% |
| 7D | +10.1% | +2.5% | +7.6% | +8.3% |
| 30D | +5.3% | -7.5% | +12.8% | +11.0% |
| 3M | +12.7% | -9.7% | +22.4% | +20.3% |
| 6M | +167.7% | -6.1% | +173.7% | +177.3% |
| YTD | +135.5% | +0.5% | +135.0% | +132.9% |
| 1Y | +143.4% | +10.5% | +132.9% | +123.7% |
| 3Y | +249.2% | +41.7% | +207.5% | +170.2% |
| 5Y | +343.8% | +18.4% | +325.4% | +280.9% |
| 10Y | +495.9% | +289.8% | +206.1% | +149.1% |
| All | +677.7% | +398.8% | +278.8% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling