+123.5%
HPE vs DRI
+36.0%
+87.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.9% |
| 7D | +0.3% | -0.7% | +1.0% | +0.1% |
| 30D | -28.6% | +14.7% | -43.2% | -26.7% |
| 3M | -7.4% | +5.4% | -12.8% | -5.6% |
| 6M | +63.7% | +18.8% | +44.8% | +67.0% |
| YTD | +111.7% | +28.4% | +83.3% | +113.2% |
| 1Y | +123.5% | +37.7% | +85.8% | +116.3% |
| All | +123.5% | +36.0% | +87.5% | +116.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling