+384.7%
HPE vs DT
+101.6%
+283.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.6% | -7.9% | -6.6% |
| 7D | +1.4% | -2.5% | +4.0% | +1.9% |
| 30D | +1.5% | +3.5% | -2.0% | +0.6% |
| 3M | +21.7% | +26.7% | -5.0% | +15.1% |
| 6M | +164.2% | +36.1% | +128.0% | +144.7% |
| YTD | +132.1% | +18.6% | +113.4% | +120.8% |
| 1Y | +130.6% | +7.9% | +122.8% | +123.7% |
| 3Y | +244.1% | +8.6% | +235.5% | +231.4% |
| 5Y | +340.8% | -26.7% | +367.5% | +337.8% |
| All | +384.7% | +101.6% | +283.1% | +258.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling