+155.0%
HPE vs TEM
-25.7%
+180.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +12.0% | +12.4% |
| 7D | +19.4% | -8.7% | +28.1% | +20.7% |
| 30D | +5.6% | +8.1% | -2.4% | +4.6% |
| 3M | +33.1% | +19.0% | +14.1% | +29.5% |
| 6M | +192.5% | +12.0% | +180.4% | +184.0% |
| YTD | +160.9% | -0.1% | +161.0% | +156.2% |
| 1Y | +155.0% | -33.5% | +188.5% | +171.5% |
| All | +155.0% | -25.7% | +180.7% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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