+116.4%
HPE vs TEL
-8.6%
+125.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.8% |
| 7D | -17.0% | -0.5% | -16.5% | -16.8% |
| 30D | -26.7% | +0.6% | -27.3% | -26.9% |
| 3M | -4.1% | +2.0% | -6.1% | -5.1% |
| 6M | +75.4% | +8.1% | +67.3% | +68.9% |
| YTD | +111.0% | -2.2% | +113.2% | +104.8% |
| 1Y | +116.4% | -8.6% | +125.0% | +117.5% |
| All | +116.4% | -8.6% | +125.0% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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