+294.4%
HPE vs TLN
+571.8%
-277.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.5% | -3.7% | -5.5% |
| 7D | +1.4% | +2.0% | -0.5% | +0.8% |
| 30D | +1.5% | -12.9% | +14.5% | +5.5% |
| 3M | +21.7% | -7.4% | +29.2% | +23.7% |
| 6M | +164.2% | -6.0% | +170.2% | +165.3% |
| YTD | +132.1% | -16.9% | +148.9% | +138.7% |
| 1Y | +130.6% | -22.6% | +153.3% | +140.8% |
| 3Y | +244.1% | +469.0% | -224.9% | +59.8% |
| All | +294.4% | +571.8% | -277.4% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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