+406.0%
HPE vs TENB
-9.4%
+415.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -6.0% | +18.4% | +13.8% |
| 7D | +19.4% | -12.1% | +31.5% | +22.6% |
| 30D | +5.6% | -18.6% | +24.2% | +9.9% |
| 3M | +33.1% | +12.1% | +21.0% | +27.9% |
| 6M | +192.5% | +46.8% | +145.6% | +164.2% |
| YTD | +160.9% | +28.0% | +133.0% | +141.9% |
| 1Y | +155.0% | -1.4% | +156.4% | +150.2% |
| 3Y | +289.4% | -33.9% | +323.3% | +308.4% |
| 5Y | +395.7% | -34.6% | +430.3% | +393.2% |
| All | +406.0% | -9.4% | +415.5% | +294.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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