-9.8%
HD vs TPG
+74.1%
-83.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | -3.8% | -9.4% | +5.6% | -1.4% |
| 30D | -9.4% | -5.3% | -4.2% | -8.3% |
| 3M | -4.6% | +12.9% | -17.5% | -7.9% |
| 6M | -10.1% | +20.1% | -30.2% | -14.9% |
| YTD | -8.3% | -22.5% | +14.2% | -3.2% |
| 1Y | -25.0% | -19.7% | -5.3% | -22.0% |
| 3Y | +1.5% | +81.2% | -79.7% | -20.6% |
| All | -9.8% | +74.1% | -83.9% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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