+129.2%
HPE vs TDY
+11.8%
+117.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -4.9% | -4.8% |
| 7D | -0.6% | -1.8% | +1.2% | +0.5% |
| 30D | -2.3% | -10.7% | +8.4% | +4.3% |
| 3M | -2.9% | -1.3% | -1.6% | -1.5% |
| 6M | +143.6% | -10.6% | +154.1% | +154.7% |
| YTD | +118.5% | +19.6% | +99.0% | +103.7% |
| 1Y | +129.2% | +11.6% | +117.6% | +119.6% |
| All | +129.2% | +11.8% | +117.4% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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