+342.8%
HPE vs TE
-48.3%
+391.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +10.0% | -2.3% | +6.7% |
| 7D | +10.1% | +18.2% | -8.1% | +8.3% |
| 30D | +5.3% | -13.5% | +18.8% | +6.4% |
| 3M | +12.7% | -44.6% | +57.3% | +17.7% |
| 6M | +167.7% | -24.7% | +192.4% | +167.7% |
| YTD | +135.5% | -24.3% | +159.7% | +132.4% |
| 1Y | +143.4% | +155.6% | -12.2% | +108.1% |
| 3Y | +249.2% | -18.3% | +267.4% | +200.5% |
| 5Y | +343.8% | -41.3% | +385.1% | +287.1% |
| All | +342.8% | -48.3% | +391.0% | +311.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling