+129.2%
HPE vs TDG
-9.4%
+138.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.8% | -4.5% |
| 7D | -0.6% | -2.0% | +1.4% | -0.5% |
| 30D | -2.3% | -7.4% | +5.1% | -2.1% |
| 3M | -2.9% | -5.4% | +2.5% | -2.8% |
| 6M | +143.6% | -11.6% | +155.2% | +141.8% |
| YTD | +118.5% | -12.6% | +131.1% | +117.4% |
| 1Y | +129.2% | -9.3% | +138.5% | +128.0% |
| All | +129.2% | -9.4% | +138.6% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling