+151.8%
HPE vs TER
+223.1%
-71.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +4.3% |
| 7D | +13.6% | +12.4% | +1.3% | +10.1% |
| 30D | +7.7% | +5.1% | +2.6% | +6.2% |
| 3M | +22.4% | +4.0% | +18.4% | +19.0% |
| 6M | +172.6% | +29.5% | +143.1% | +147.6% |
| YTD | +147.5% | +98.5% | +49.1% | +102.0% |
| 1Y | +151.8% | +234.1% | -82.3% | +88.9% |
| All | +151.8% | +223.1% | -71.3% | +88.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling