+677.7%
HPE vs TCOM
+14.1%
+663.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.3% | +9.0% | +8.0% |
| 7D | +10.1% | -7.6% | +17.8% | +11.9% |
| 30D | +5.3% | -12.2% | +17.5% | +8.0% |
| 3M | +12.7% | -14.2% | +26.9% | +15.7% |
| 6M | +167.7% | -25.0% | +192.7% | +182.5% |
| YTD | +135.5% | -43.7% | +179.1% | +162.7% |
| 1Y | +143.4% | -44.5% | +187.9% | +172.3% |
| 3Y | +249.2% | +13.4% | +235.7% | +219.9% |
| 5Y | +343.8% | +26.5% | +317.4% | +271.6% |
| 10Y | +495.9% | -10.3% | +506.1% | +392.0% |
| All | +677.7% | +14.1% | +663.5% | +547.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling