+372.4%
HPE vs TER
+993.6%
-621.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -9.7% | -8.9% | -0.8% | -6.5% |
| 30D | -34.8% | -39.1% | +4.3% | -21.3% |
| 3M | -12.1% | -32.8% | +20.6% | +1.8% |
| 6M | +53.7% | -31.7% | +85.5% | +72.5% |
| YTD | +101.9% | +26.9% | +75.0% | +72.3% |
| 1Y | +104.3% | +33.6% | +70.8% | +70.4% |
| 3Y | +223.1% | +181.5% | +41.5% | +88.4% |
| 5Y | +249.2% | +76.1% | +173.1% | +130.3% |
| 10Y | +372.4% | +1,006.2% | -633.8% | +40.1% |
| All | +372.4% | +993.6% | -621.2% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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