+129.2%
HPE vs TE
+132.3%
-3.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.6% |
| 7D | -0.6% | -4.0% | +3.4% | -0.2% |
| 30D | -2.3% | -15.9% | +13.6% | -1.1% |
| 3M | -2.9% | -60.5% | +57.7% | +3.6% |
| 6M | +143.6% | -35.2% | +178.8% | +150.4% |
| YTD | +118.5% | -31.1% | +149.7% | +120.4% |
| 1Y | +129.2% | +148.6% | -19.4% | +117.8% |
| All | +129.2% | +132.3% | -3.1% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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