+114.4%
HPE vs DOW
+56.5%
+57.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.7% |
| 7D | +7.9% | +5.2% | +2.6% | +7.3% |
| 30D | -23.5% | +13.2% | -36.7% | -24.2% |
| 3M | -19.1% | +10.1% | -29.2% | -19.7% |
| 6M | +51.4% | -13.1% | +64.5% | +58.7% |
| YTD | +103.4% | +46.1% | +57.3% | +71.7% |
| 1Y | +114.4% | +50.0% | +64.4% | +77.9% |
| All | +114.4% | +56.5% | +57.9% | +77.9% |
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