+269.4%
HPE vs DT
+6.3%
+263.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.9% |
| 7D | +13.6% | -0.5% | +14.2% | +13.8% |
| 30D | +7.7% | +0.1% | +7.7% | +7.5% |
| 3M | +22.4% | +24.1% | -1.7% | +13.0% |
| 6M | +172.6% | +30.1% | +142.5% | +146.5% |
| YTD | +147.5% | +16.8% | +130.8% | +132.0% |
| 1Y | +151.8% | -0.1% | +151.9% | +150.3% |
| All | +269.4% | +6.3% | +263.1% | +251.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling