+563.1%
HPE vs DTE
+137.8%
+425.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.3% | +13.8% | +13.0% |
| 7D | +19.4% | -2.6% | +22.0% | +20.6% |
| 30D | +5.6% | -4.4% | +10.0% | +7.6% |
| 3M | +33.1% | -8.3% | +41.4% | +37.2% |
| 6M | +192.5% | -8.1% | +200.5% | +200.0% |
| YTD | +160.9% | +4.4% | +156.5% | +152.8% |
| 1Y | +155.0% | +0.2% | +154.8% | +151.1% |
| 3Y | +289.4% | +42.6% | +246.8% | +216.5% |
| 5Y | +395.7% | +31.5% | +364.2% | +312.7% |
| All | +563.1% | +137.8% | +425.3% | +315.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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