+599.2%
HPE vs DRI
+437.3%
+161.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +0.3% | -0.7% | +1.0% | +0.7% |
| 30D | -28.6% | +14.7% | -43.2% | -32.5% |
| 3M | -7.4% | +5.4% | -12.8% | -10.1% |
| 6M | +63.7% | +18.8% | +44.8% | +50.3% |
| YTD | +111.7% | +28.4% | +83.3% | +87.1% |
| 1Y | +123.5% | +37.7% | +85.8% | +91.7% |
| 3Y | +238.7% | +68.0% | +170.7% | +163.4% |
| 5Y | +261.0% | +78.8% | +182.2% | +170.6% |
| 10Y | +390.2% | +334.2% | +56.0% | +142.1% |
| All | +599.2% | +437.3% | +161.9% | +204.4% |
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