+136.9%
HPE vs TEM
+79.0%
+57.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.7% | +1.9% | -3.0% |
| 7D | +7.9% | -5.9% | +13.7% | +8.7% |
| 30D | -23.5% | +4.8% | -28.3% | -24.0% |
| 3M | -19.1% | +31.9% | -51.0% | -22.9% |
| 6M | +51.4% | +56.0% | -4.6% | +40.0% |
| YTD | +103.4% | +21.3% | +82.2% | +92.8% |
| 1Y | +114.4% | +5.4% | +109.0% | +107.0% |
| All | +136.9% | +79.0% | +57.9% | +101.5% |
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 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