+143.4%
HPE vs TMF
-21.2%
+164.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.8% | +7.8% |
| 7D | +10.1% | +1.0% | +9.2% | +10.1% |
| 30D | +5.3% | -1.8% | +7.1% | +5.6% |
| 3M | +12.7% | -8.2% | +20.9% | +13.5% |
| 6M | +167.7% | -19.5% | +187.2% | +164.6% |
| YTD | +135.5% | -16.0% | +151.4% | +136.4% |
| 1Y | +143.4% | -22.5% | +165.9% | +141.1% |
| All | +143.4% | -21.2% | +164.6% | +141.1% |
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