+114.4%
HPE vs DT
-2.7%
+117.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | +7.9% | +3.1% | +4.7% | +7.1% |
| 30D | -23.5% | -29.5% | +6.1% | -17.9% |
| 3M | -19.1% | -11.7% | -7.3% | -16.6% |
| 6M | +51.4% | +29.0% | +22.4% | +46.8% |
| YTD | +103.4% | +3.4% | +100.1% | +102.4% |
| 1Y | +114.4% | -4.2% | +118.6% | +123.9% |
| All | +114.4% | -2.7% | +117.1% | +123.9% |
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 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