+114.4%
HPE vs TLN
+1.6%
+112.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -1.0% | -2.8% |
| 7D | +7.9% | +11.0% | -3.2% | +4.1% |
| 30D | -23.5% | +4.9% | -28.4% | -24.7% |
| 3M | -19.1% | +4.9% | -24.0% | -20.8% |
| 6M | +51.4% | +7.1% | +44.3% | +47.3% |
| YTD | +103.4% | +0.3% | +103.1% | +98.4% |
| 1Y | +114.4% | +5.9% | +108.5% | +109.4% |
| All | +114.4% | +1.6% | +112.8% | +109.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling