+340.8%
HPE vs TCOM
+21.5%
+319.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -5.0% | -6.1% |
| 7D | +1.4% | -6.5% | +8.0% | +2.3% |
| 30D | +1.5% | -16.2% | +17.8% | +3.8% |
| 3M | +21.7% | -19.3% | +41.1% | +24.9% |
| 6M | +164.2% | -27.2% | +191.4% | +174.7% |
| YTD | +132.1% | -46.2% | +178.2% | +150.9% |
| 1Y | +130.6% | -46.6% | +177.3% | +149.5% |
| 3Y | +244.1% | +8.4% | +235.7% | +230.1% |
| 5Y | +340.8% | +25.8% | +315.0% | +316.8% |
| All | +340.8% | +21.5% | +319.3% | +316.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling