+563.1%
HPE vs TEL
+316.2%
+246.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.6% | +8.9% | +9.9% |
| 7D | +19.4% | +1.6% | +17.8% | +18.2% |
| 30D | +5.6% | -0.7% | +6.3% | +6.1% |
| 3M | +33.1% | +2.4% | +30.6% | +29.8% |
| 6M | +192.5% | +4.1% | +188.3% | +178.4% |
| YTD | +160.9% | -5.8% | +166.7% | +163.2% |
| 1Y | +155.0% | +0.9% | +154.1% | +143.4% |
| 3Y | +289.4% | +72.6% | +216.8% | +148.1% |
| 5Y | +395.7% | +57.5% | +338.1% | +230.2% |
| All | +563.1% | +316.2% | +246.9% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling