+116.4%
HPE vs TMF
-23.9%
+140.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.5% | -8.1% | -5.7% |
| 7D | -17.0% | +4.0% | -20.9% | -17.2% |
| 30D | -26.7% | +19.5% | -46.2% | -28.5% |
| 3M | -4.1% | -3.5% | -0.6% | -2.0% |
| 6M | +75.4% | -10.6% | +86.0% | +81.8% |
| YTD | +111.0% | -17.1% | +128.1% | +120.0% |
| 1Y | +116.4% | -24.3% | +140.7% | +122.8% |
| All | +116.4% | -23.9% | +140.3% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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