+370.3%
HPE vs TMF
-82.1%
+452.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.4% | -3.9% |
| 7D | +7.9% | -9.3% | +17.1% | +6.4% |
| 30D | -23.5% | +1.9% | -25.4% | -23.1% |
| 3M | -19.1% | -11.2% | -7.8% | -20.1% |
| 6M | +51.4% | -17.7% | +69.1% | +47.8% |
| YTD | +103.4% | -24.5% | +127.9% | +96.3% |
| 1Y | +114.4% | -29.4% | +143.8% | +104.9% |
| 3Y | +224.7% | -33.4% | +258.1% | +215.2% |
| 5Y | +277.8% | -88.7% | +366.5% | +153.8% |
| All | +370.3% | -82.1% | +452.4% | +285.5% |
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