+271.4%
HPE vs TLN
+583.6%
-312.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.8% | -8.2% | -5.6% |
| 7D | -0.6% | +7.1% | -7.6% | -2.6% |
| 30D | -2.3% | -3.9% | +1.6% | -1.4% |
| 3M | -2.9% | -16.2% | +13.3% | +1.5% |
| 6M | +143.6% | -5.8% | +149.4% | +144.3% |
| YTD | +118.5% | -15.4% | +134.0% | +123.5% |
| 1Y | +129.2% | -16.7% | +145.9% | +133.8% |
| 3Y | +212.5% | +473.8% | -261.2% | +44.5% |
| All | +271.4% | +583.6% | -312.2% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling