+249.2%
HPE vs DRI
+75.0%
+174.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -9.7% | +4.2% | -14.0% | -11.0% |
| 30D | -34.8% | +15.7% | -50.4% | -38.2% |
| 3M | -12.1% | +5.8% | -17.9% | -14.5% |
| 6M | +53.7% | +18.4% | +35.3% | +41.7% |
| YTD | +101.9% | +28.2% | +73.7% | +78.0% |
| 1Y | +104.3% | +35.9% | +68.4% | +74.9% |
| 3Y | +223.1% | +67.7% | +155.3% | +143.5% |
| 5Y | +249.2% | +77.9% | +171.3% | +152.0% |
| All | +249.2% | +75.0% | +174.2% | +152.0% |
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