+390.7%
HPE vs TE
-52.9%
+443.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.8% | +12.4% |
| 7D | +19.4% | +0.2% | +19.2% | +19.4% |
| 30D | +5.6% | -5.9% | +11.5% | +6.1% |
| 3M | +33.1% | -45.6% | +78.6% | +39.4% |
| 6M | +192.5% | -43.4% | +235.8% | +200.8% |
| YTD | +160.9% | -31.0% | +191.9% | +160.0% |
| 1Y | +155.0% | +145.2% | +9.7% | +119.0% |
| 3Y | +289.4% | -24.1% | +313.5% | +237.6% |
| 5Y | +395.7% | -48.1% | +443.8% | +336.5% |
| All | +390.7% | -52.9% | +443.5% | +360.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling