+269.4%
HPE vs DOW
-35.5%
+304.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.3% |
| 7D | +13.6% | -6.0% | +19.7% | +15.9% |
| 30D | +7.7% | -2.7% | +10.5% | +8.3% |
| 3M | +22.4% | -10.5% | +32.9% | +26.0% |
| 6M | +172.6% | -12.4% | +185.0% | +177.7% |
| YTD | +147.5% | +30.0% | +117.5% | +113.2% |
| 1Y | +151.8% | +27.8% | +124.0% | +116.4% |
| All | +269.4% | -35.5% | +304.8% | +318.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling