+246.3%
HPE vs TD
+125.8%
+120.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.1% | -6.8% |
| 7D | +1.4% | -2.6% | +4.0% | +3.1% |
| 30D | +1.5% | -1.0% | +2.6% | +2.3% |
| 3M | +21.7% | +5.6% | +16.1% | +17.9% |
| 6M | +164.2% | +27.1% | +137.1% | +129.3% |
| YTD | +132.1% | +29.4% | +102.6% | +99.6% |
| 1Y | +130.6% | +60.7% | +70.0% | +77.4% |
| All | +246.3% | +125.8% | +120.5% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling