+155.0%
HPE vs DT
+6.2%
+148.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.7% | +13.1% | +12.6% |
| 7D | +19.4% | -1.6% | +21.0% | +19.7% |
| 30D | +5.6% | +3.0% | +2.6% | +4.8% |
| 3M | +33.1% | +26.5% | +6.6% | +25.7% |
| 6M | +192.5% | +35.9% | +156.5% | +173.2% |
| YTD | +160.9% | +17.8% | +143.1% | +150.1% |
| 1Y | +155.0% | +4.1% | +150.9% | +152.9% |
| All | +155.0% | +6.2% | +148.7% | +152.9% |
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