+129.2%
HPE vs DOW
+30.0%
+99.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -4.0% |
| 7D | -0.6% | -2.4% | +1.8% | -0.3% |
| 30D | -2.3% | +0.4% | -2.7% | -2.6% |
| 3M | -2.9% | -14.4% | +11.5% | +0.2% |
| 6M | +143.6% | -7.0% | +150.5% | +139.8% |
| YTD | +118.5% | +30.2% | +88.3% | +97.0% |
| 1Y | +129.2% | +29.2% | +100.0% | +103.2% |
| All | +129.2% | +30.0% | +99.2% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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