+597.9%
HPE vs TFC
+113.4%
+484.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.2% |
| 7D | +13.6% | +0.1% | +13.5% | +13.6% |
| 30D | -27.1% | +8.6% | -35.7% | -30.8% |
| 3M | -14.5% | -4.3% | -10.1% | -12.8% |
| 6M | +66.9% | +5.4% | +61.5% | +59.8% |
| YTD | +111.3% | +4.5% | +106.8% | +103.0% |
| 1Y | +117.5% | +14.0% | +103.5% | +98.6% |
| 3Y | +238.1% | +93.4% | +144.7% | +126.8% |
| 5Y | +292.4% | +0.5% | +291.9% | +269.7% |
| 10Y | +389.3% | +77.7% | +311.6% | +189.8% |
| All | +597.9% | +113.4% | +484.5% | +263.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling