+717.5%
HPE vs DVN
+57.4%
+660.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.8% |
| 7D | +13.6% | -0.1% | +13.7% | +13.7% |
| 30D | +7.7% | +8.0% | -0.3% | +5.1% |
| 3M | +22.4% | +11.9% | +10.4% | +17.3% |
| 6M | +172.6% | +10.6% | +162.0% | +161.1% |
| YTD | +147.5% | +35.4% | +112.1% | +122.9% |
| 1Y | +151.8% | +46.5% | +105.3% | +120.6% |
| 3Y | +267.1% | +3.0% | +264.1% | +250.6% |
| 5Y | +362.8% | +120.5% | +242.2% | +235.8% |
| 10Y | +540.2% | +62.5% | +477.7% | +303.2% |
| All | +717.5% | +57.4% | +660.0% | +373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling