+116.4%
HPE vs TGT
+86.7%
+29.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.6% | -11.3% | -4.9% |
| 7D | -17.0% | +9.5% | -26.5% | -16.1% |
| 30D | -26.7% | +6.6% | -33.3% | -26.0% |
| 3M | -4.1% | +11.0% | -15.1% | -3.6% |
| 6M | +75.4% | +29.9% | +45.6% | +73.9% |
| YTD | +111.0% | +71.4% | +39.6% | +95.7% |
| 1Y | +116.4% | +88.6% | +27.8% | +92.2% |
| All | +116.4% | +86.7% | +29.7% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling