+389.5%
HPE vs DOW
-17.0%
+406.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.1% | +14.5% | +13.4% |
| 7D | +19.4% | -1.4% | +20.8% | +20.0% |
| 30D | +5.6% | -3.9% | +9.5% | +7.1% |
| 3M | +33.1% | -12.7% | +45.7% | +39.8% |
| 6M | +192.5% | -13.7% | +206.1% | +202.1% |
| YTD | +160.9% | +28.4% | +132.5% | +117.7% |
| 1Y | +155.0% | +21.8% | +133.2% | +115.8% |
| 3Y | +289.4% | -35.7% | +325.1% | +350.6% |
| 5Y | +395.7% | -36.8% | +432.5% | +470.8% |
| All | +389.5% | -17.0% | +406.5% | +327.8% |
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