+343.8%
HPE vs DRI
+70.3%
+273.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.6% | +8.4% |
| 7D | +10.1% | -1.2% | +11.4% | +10.6% |
| 30D | +5.3% | -0.4% | +5.7% | +5.3% |
| 3M | +12.7% | +9.5% | +3.2% | +8.0% |
| 6M | +167.7% | +6.5% | +161.2% | +158.0% |
| YTD | +135.5% | +18.4% | +117.0% | +115.4% |
| 1Y | +143.4% | +4.2% | +139.2% | +134.6% |
| 3Y | +249.2% | +57.1% | +192.1% | +173.1% |
| 5Y | +343.8% | +70.4% | +273.4% | +222.9% |
| All | +343.8% | +70.3% | +273.5% | +222.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling