+761.8%
HPE vs TDY
+626.1%
+135.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.2% | +11.2% | +11.7% |
| 7D | +19.4% | -1.1% | +20.5% | +20.2% |
| 30D | +5.6% | -12.0% | +17.7% | +13.9% |
| 3M | +33.1% | -3.2% | +36.3% | +35.6% |
| 6M | +192.5% | -7.9% | +200.3% | +206.9% |
| YTD | +160.9% | +18.2% | +142.7% | +135.3% |
| 1Y | +155.0% | +6.7% | +148.3% | +143.7% |
| 3Y | +289.4% | +47.5% | +241.9% | +206.5% |
| 5Y | +395.7% | +39.5% | +356.2% | +296.8% |
| 10Y | +574.8% | +477.2% | +97.7% | +114.9% |
| All | +761.8% | +626.1% | +135.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling