+223.1%
HPE vs TLN
+567.0%
-343.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -9.7% | +1.1% | -10.8% | -10.0% |
| 30D | -34.8% | -4.6% | -30.2% | -33.7% |
| 3M | -12.1% | +5.2% | -17.4% | -13.6% |
| 6M | +53.7% | -6.5% | +60.2% | +55.3% |
| YTD | +101.9% | -3.6% | +105.6% | +98.8% |
| 1Y | +104.3% | -8.2% | +112.6% | +103.4% |
| 3Y | +223.1% | +559.7% | -336.6% | +23.3% |
| All | +223.1% | +567.0% | -343.9% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling