+289.4%
HPE vs TCOM
+8.0%
+281.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.6% | +12.3% |
| 7D | +19.4% | -4.9% | +24.3% | +20.1% |
| 30D | +5.6% | -14.4% | +20.0% | +7.7% |
| 3M | +33.1% | -17.7% | +50.7% | +36.2% |
| 6M | +192.5% | -25.1% | +217.6% | +203.5% |
| YTD | +160.9% | -45.7% | +206.7% | +183.4% |
| 1Y | +155.0% | -47.9% | +202.8% | +178.5% |
| 3Y | +289.4% | +8.9% | +280.5% | +265.4% |
| All | +289.4% | +8.0% | +281.4% | +265.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling