+646.1%
HPE vs TEAM
+614.2%
+31.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.5% |
| 7D | +7.9% | -2.4% | +10.3% | +8.2% |
| 30D | -23.5% | -26.7% | +3.2% | -20.5% |
| 3M | -19.1% | -9.6% | -9.4% | -18.6% |
| 6M | +51.4% | +86.0% | -34.6% | +35.8% |
| YTD | +103.4% | -7.5% | +110.9% | +98.9% |
| 1Y | +114.4% | -1.4% | +115.7% | +107.5% |
| 3Y | +224.7% | -14.3% | +239.0% | +217.9% |
| 5Y | +277.8% | -66.3% | +344.1% | +293.1% |
| 10Y | +371.1% | +445.6% | -74.5% | +213.6% |
| All | +646.1% | +614.2% | +31.9% | +392.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEAM.
Daily Out/Under-Performance
Portfolio return minus TEAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEAM 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 TEAM 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