+223.1%
HPE vs TER
+188.4%
+34.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -9.7% | -8.9% | -0.8% | -6.6% |
| 30D | -34.8% | -39.1% | +4.3% | -21.7% |
| 3M | -12.1% | -32.8% | +20.6% | +1.6% |
| 6M | +53.7% | -31.7% | +85.5% | +72.4% |
| YTD | +101.9% | +26.9% | +75.0% | +73.2% |
| 1Y | +104.3% | +33.6% | +70.8% | +71.3% |
| 3Y | +223.1% | +181.5% | +41.5% | +72.6% |
| All | +223.1% | +188.4% | +34.6% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling