+396.0%
HPE vs DVN
+120.4%
+275.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.0% | +12.3% |
| 7D | +19.4% | +4.5% | +14.9% | +17.8% |
| 30D | +5.6% | +12.0% | -6.4% | +1.9% |
| 3M | +33.1% | +13.4% | +19.7% | +27.3% |
| 6M | +192.5% | +12.1% | +180.3% | +178.4% |
| YTD | +160.9% | +38.8% | +122.1% | +131.7% |
| 1Y | +155.0% | +46.0% | +108.9% | +121.8% |
| 3Y | +289.4% | +9.5% | +279.9% | +258.6% |
| All | +396.0% | +120.4% | +275.6% | +252.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling