+677.7%
HPE vs TEL
+296.1%
+381.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.5% | +9.0% |
| 7D | +10.1% | -1.4% | +11.6% | +11.1% |
| 30D | +5.3% | -4.9% | +10.2% | +8.6% |
| 3M | +12.7% | +0.1% | +12.6% | +11.4% |
| 6M | +167.7% | +0.4% | +167.3% | +160.9% |
| YTD | +135.5% | -8.9% | +144.4% | +142.7% |
| 1Y | +143.4% | -0.3% | +143.7% | +133.5% |
| 3Y | +249.2% | +67.6% | +181.6% | +125.6% |
| 5Y | +343.8% | +50.7% | +293.2% | +203.5% |
| 10Y | +495.9% | +288.6% | +207.2% | +89.4% |
| All | +677.7% | +296.1% | +381.6% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling