+246.3%
HPE vs DTE
+45.3%
+201.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -5.0% | -6.3% |
| 7D | +1.4% | -2.0% | +3.4% | +1.3% |
| 30D | +1.5% | -2.4% | +3.9% | +1.4% |
| 3M | +21.7% | -7.3% | +29.0% | +20.9% |
| 6M | +164.2% | -7.6% | +171.8% | +162.3% |
| YTD | +132.1% | +5.8% | +126.2% | +130.1% |
| 1Y | +130.6% | +2.3% | +128.3% | +129.0% |
| All | +246.3% | +45.3% | +201.0% | +241.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling