+571.9%
HPE vs DRI
+436.8%
+135.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.9% |
| 7D | +7.9% | +1.1% | +6.8% | +7.5% |
| 30D | -23.5% | +9.7% | -33.2% | -26.4% |
| 3M | -19.1% | +3.2% | -22.2% | -20.9% |
| 6M | +51.4% | +20.6% | +30.8% | +38.4% |
| YTD | +103.4% | +28.3% | +75.2% | +79.9% |
| 1Y | +114.4% | +34.5% | +79.9% | +85.6% |
| 3Y | +224.7% | +66.5% | +158.1% | +153.4% |
| 5Y | +277.8% | +79.6% | +198.1% | +182.6% |
| 10Y | +371.1% | +333.8% | +37.3% | +132.7% |
| All | +571.9% | +436.8% | +135.1% | +192.6% |
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