+237.8%
HPE vs TFC
+96.6%
+141.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +0.3% | -1.2% | +1.5% | +1.3% |
| 30D | -28.6% | +7.8% | -36.3% | -32.2% |
| 3M | -7.4% | -3.0% | -4.4% | -5.9% |
| 6M | +63.7% | +5.8% | +57.9% | +54.9% |
| YTD | +111.7% | +5.3% | +106.4% | +100.4% |
| 1Y | +123.5% | +15.7% | +107.8% | +97.6% |
| All | +237.8% | +96.6% | +141.2% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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