+677.7%
HPE vs TD
+354.4%
+323.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.9% | +8.7% | +8.5% |
| 7D | +10.1% | +0.9% | +9.3% | +9.4% |
| 30D | +5.3% | -0.7% | +5.9% | +6.0% |
| 3M | +12.7% | +6.3% | +6.4% | +7.6% |
| 6M | +167.7% | +27.9% | +139.7% | +120.7% |
| YTD | +135.5% | +29.8% | +105.6% | +92.0% |
| 1Y | +143.4% | +63.7% | +79.7% | +65.7% |
| 3Y | +249.2% | +128.3% | +120.8% | +78.3% |
| 5Y | +343.8% | +125.5% | +218.3% | +125.5% |
| 10Y | +495.9% | +296.7% | +199.2% | +87.7% |
| All | +677.7% | +354.4% | +323.2% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling