+563.1%
HPE vs TD
+306.3%
+256.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.8% | +11.9% |
| 7D | +19.4% | -0.5% | +19.9% | +19.8% |
| 30D | +5.6% | -1.9% | +7.5% | +7.3% |
| 3M | +33.1% | +4.8% | +28.3% | +28.4% |
| 6M | +192.5% | +28.0% | +164.5% | +141.4% |
| YTD | +160.9% | +30.3% | +130.6% | +112.5% |
| 1Y | +155.0% | +59.8% | +95.2% | +77.4% |
| 3Y | +289.4% | +124.7% | +164.7% | +103.0% |
| 5Y | +395.7% | +127.0% | +268.7% | +152.2% |
| All | +563.1% | +306.3% | +256.8% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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