+155.0%
HPE vs DRI
+2.4%
+152.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.1% | +11.3% | +12.5% |
| 7D | +19.4% | -3.2% | +22.6% | +19.2% |
| 30D | +5.6% | -7.8% | +13.4% | +5.4% |
| 3M | +33.1% | +0.4% | +32.7% | +33.4% |
| 6M | +192.5% | +4.8% | +187.6% | +192.4% |
| YTD | +160.9% | +16.7% | +144.2% | +160.7% |
| 1Y | +155.0% | +1.5% | +153.5% | +142.2% |
| All | +155.0% | +2.4% | +152.6% | +142.2% |
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