+281.7%
HPE vs DOW
-5.5%
+287.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | +7.9% | +5.2% | +2.6% | +5.4% |
| 30D | -23.5% | +13.2% | -36.7% | -27.9% |
| 3M | -19.1% | +10.1% | -29.2% | -23.4% |
| 6M | +51.4% | -13.1% | +64.5% | +58.8% |
| YTD | +103.4% | +46.1% | +57.3% | +59.0% |
| 1Y | +114.4% | +50.0% | +64.4% | +64.8% |
| 3Y | +224.7% | -20.2% | +244.9% | +235.5% |
| 5Y | +277.8% | -27.7% | +305.4% | +307.0% |
| All | +281.7% | -5.5% | +287.2% | +212.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling