+188.2%
HPE vs TEM
+53.2%
+135.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.7% | +9.8% | +5.7% |
| 7D | +13.6% | -1.1% | +14.7% | +13.7% |
| 30D | +7.7% | +11.3% | -3.6% | +5.6% |
| 3M | +22.4% | +25.5% | -3.1% | +17.6% |
| 6M | +172.6% | +17.1% | +155.5% | +162.0% |
| YTD | +147.5% | +3.8% | +143.7% | +140.9% |
| 1Y | +151.8% | -24.4% | +176.1% | +154.5% |
| All | +188.2% | +53.2% | +135.0% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling