+343.8%
HPE vs TER
+216.0%
+127.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.2% | +3.5% | +6.3% |
| 7D | +10.1% | +11.0% | -0.8% | +6.2% |
| 30D | +5.3% | -1.9% | +7.2% | +5.6% |
| 3M | +12.7% | -0.7% | +13.3% | +10.0% |
| 6M | +167.7% | +36.4% | +131.3% | +127.7% |
| YTD | +135.5% | +92.4% | +43.0% | +73.4% |
| 1Y | +143.4% | +213.5% | -70.1% | +45.8% |
| 3Y | +249.2% | +277.2% | -28.1% | +83.6% |
| 5Y | +343.8% | +219.1% | +124.7% | +134.0% |
| All | +343.8% | +216.0% | +127.8% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling