+495.9%
HPE vs TMF
-86.8%
+582.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.8% | +7.7% |
| 7D | +10.1% | +1.0% | +9.2% | +10.3% |
| 30D | +5.3% | -1.8% | +7.1% | +5.1% |
| 3M | +12.7% | -8.2% | +20.9% | +11.5% |
| 6M | +167.7% | -19.5% | +187.2% | +159.7% |
| YTD | +135.5% | -16.0% | +151.4% | +130.1% |
| 1Y | +143.4% | -22.5% | +165.9% | +135.6% |
| 3Y | +249.2% | -42.3% | +291.4% | +228.9% |
| 5Y | +343.8% | -87.7% | +431.5% | +206.0% |
| 10Y | +495.9% | -86.5% | +582.4% | +405.6% |
| All | +495.9% | -86.8% | +582.7% | +405.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling