+540.2%
HPE vs TER
+1,819.9%
-1,279.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +4.0% |
| 7D | +13.6% | +12.4% | +1.3% | +8.8% |
| 30D | +7.7% | +5.1% | +2.6% | +5.4% |
| 3M | +22.4% | +4.0% | +18.4% | +17.3% |
| 6M | +172.6% | +29.5% | +143.1% | +134.9% |
| YTD | +147.5% | +98.5% | +49.1% | +78.2% |
| 1Y | +151.8% | +234.1% | -82.3% | +45.1% |
| 3Y | +267.1% | +289.0% | -22.0% | +88.9% |
| 5Y | +362.8% | +228.2% | +134.6% | +138.9% |
| 10Y | +540.2% | +1,895.7% | -1,355.5% | +30.1% |
| All | +540.2% | +1,819.9% | -1,279.8% | +30.1% |
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