+362.8%
HPE vs TFC
+14.8%
+348.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.6% |
| 7D | +13.6% | -1.3% | +14.9% | +14.3% |
| 30D | +7.7% | -2.3% | +10.1% | +9.0% |
| 3M | +22.4% | +2.5% | +19.9% | +20.1% |
| 6M | +172.6% | +9.5% | +163.1% | +157.3% |
| YTD | +147.5% | +5.1% | +142.5% | +139.1% |
| 1Y | +151.8% | +15.5% | +136.3% | +131.3% |
| 3Y | +267.1% | +95.2% | +171.9% | +161.8% |
| 5Y | +362.8% | +14.5% | +348.3% | +326.9% |
| All | +362.8% | +14.8% | +348.0% | +326.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling