+717.5%
HPE vs TDG
+738.9%
-21.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.8% |
| 7D | +13.6% | -2.4% | +16.1% | +14.7% |
| 30D | +7.7% | -8.0% | +15.7% | +11.4% |
| 3M | +22.4% | -10.5% | +32.8% | +27.4% |
| 6M | +172.6% | -11.9% | +184.5% | +183.3% |
| YTD | +147.5% | -15.4% | +162.9% | +160.6% |
| 1Y | +151.8% | -14.2% | +166.0% | +162.5% |
| 3Y | +267.1% | +51.0% | +216.0% | +194.0% |
| 5Y | +362.8% | +126.5% | +236.3% | +206.1% |
| 10Y | +540.2% | +535.6% | +4.6% | +176.3% |
| All | +717.5% | +738.9% | -21.4% | +236.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling