+563.1%
HPE vs TGT
+207.4%
+355.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.4% | +12.4% |
| 7D | +19.4% | -5.2% | +24.6% | +21.3% |
| 30D | +5.6% | +1.2% | +4.4% | +4.9% |
| 3M | +33.1% | +18.4% | +14.7% | +25.2% |
| 6M | +192.5% | +33.4% | +159.0% | +163.6% |
| YTD | +160.9% | +63.8% | +97.1% | +119.1% |
| 1Y | +155.0% | +77.2% | +77.8% | +108.3% |
| 3Y | +289.4% | +41.8% | +247.6% | +228.4% |
| 5Y | +395.7% | -25.5% | +421.2% | +399.7% |
| All | +563.1% | +207.4% | +355.7% | +328.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling