+129.2%
HPE vs DVN
+41.2%
+88.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.3% |
| 7D | -0.6% | +1.5% | -2.1% | -0.8% |
| 30D | -2.3% | +14.2% | -16.5% | -4.5% |
| 3M | -2.9% | +5.2% | -8.1% | -3.6% |
| 6M | +143.6% | +11.9% | +131.7% | +132.4% |
| YTD | +118.5% | +32.8% | +85.7% | +100.9% |
| 1Y | +129.2% | +38.6% | +90.6% | +107.6% |
| All | +129.2% | +41.2% | +88.0% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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