+621.7%
HPE vs DRI
+404.9%
+216.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -3.9% | -4.3% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | -2.3% | +3.8% | -6.1% | -3.8% |
| 3M | -2.9% | +13.0% | -15.9% | -8.1% |
| 6M | +143.6% | +8.3% | +135.3% | +133.3% |
| YTD | +118.5% | +20.6% | +97.9% | +99.6% |
| 1Y | +129.2% | +6.5% | +122.7% | +119.0% |
| 3Y | +212.5% | +53.7% | +158.8% | +153.8% |
| 5Y | +286.9% | +72.7% | +214.2% | +195.6% |
| 10Y | +432.3% | +363.2% | +69.2% | +154.7% |
| All | +621.7% | +404.9% | +216.8% | +224.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling