-10.7%
HD vs TPG
+71.4%
-82.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.5% |
| 7D | -3.9% | -11.8% | +7.9% | -0.7% |
| 30D | -13.1% | -6.3% | -6.9% | -11.8% |
| 3M | -3.4% | +13.6% | -17.0% | -6.9% |
| 6M | -12.6% | +13.8% | -26.4% | -16.1% |
| YTD | -9.2% | -23.7% | +14.5% | -3.8% |
| 1Y | -23.9% | -18.2% | -5.8% | -21.3% |
| 3Y | +0.4% | +80.1% | -79.7% | -21.4% |
| All | -10.7% | +71.4% | -82.1% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling