+116.4%
HPE vs DT
-5.1%
+121.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.1% | -5.6% |
| 7D | -17.0% | -25.5% | +8.5% | -12.3% |
| 30D | -26.7% | -22.3% | -4.4% | -23.1% |
| 3M | -4.1% | +2.3% | -6.5% | -4.5% |
| 6M | +75.4% | +20.7% | +54.7% | +69.4% |
| YTD | +111.0% | +7.9% | +103.1% | +105.3% |
| 1Y | +116.4% | -5.7% | +122.2% | +121.2% |
| All | +116.4% | -5.1% | +121.6% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling