+677.7%
HPE vs TGT
+202.2%
+475.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.1% | +8.8% | +8.1% |
| 7D | +10.1% | -0.6% | +10.8% | +10.3% |
| 30D | +5.3% | +9.5% | -4.2% | +2.1% |
| 3M | +12.7% | +32.3% | -19.6% | +2.3% |
| 6M | +167.7% | +37.0% | +130.6% | +139.3% |
| YTD | +135.5% | +71.0% | +64.4% | +95.2% |
| 1Y | +143.4% | +85.0% | +58.4% | +96.3% |
| 3Y | +249.2% | +46.8% | +202.3% | +191.6% |
| 5Y | +343.8% | -22.7% | +366.6% | +342.8% |
| 10Y | +495.9% | +216.3% | +279.6% | +280.0% |
| All | +677.7% | +202.2% | +475.4% | +398.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling