+325.0%
HPE vs DT
+75.7%
+249.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | +7.9% | +3.1% | +4.7% | +7.2% |
| 30D | -23.5% | -29.5% | +6.1% | -17.7% |
| 3M | -19.1% | -11.7% | -7.3% | -17.2% |
| 6M | +51.4% | +29.0% | +22.4% | +42.8% |
| YTD | +103.4% | +3.4% | +100.1% | +98.8% |
| 1Y | +114.4% | -4.2% | +118.6% | +113.0% |
| 3Y | +224.7% | -12.8% | +237.5% | +226.3% |
| 5Y | +277.8% | -39.6% | +317.4% | +290.8% |
| All | +325.0% | +75.7% | +249.3% | +222.9% |
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