+489.7%
HPE vs DRI
+348.7%
+141.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -5.9% |
| 7D | +1.4% | -4.8% | +6.3% | +3.3% |
| 30D | +1.5% | -5.2% | +6.7% | +3.4% |
| 3M | +21.7% | +2.7% | +19.0% | +19.7% |
| 6M | +164.2% | +3.6% | +160.6% | +157.4% |
| YTD | +132.1% | +15.4% | +116.6% | +115.6% |
| 1Y | +130.6% | +1.3% | +129.4% | +124.7% |
| 3Y | +244.1% | +53.1% | +191.0% | +180.2% |
| 5Y | +340.8% | +64.6% | +276.3% | +244.0% |
| All | +489.7% | +348.7% | +141.0% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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