+202.7%
HPE vs TMF
-25.3%
+228.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | -18.7% | +1.2% | -19.9% | -18.7% |
| 30D | -37.9% | +19.7% | -57.6% | -38.0% |
| 3M | -14.4% | -2.1% | -12.3% | -14.2% |
| 6M | +48.2% | -13.4% | +61.7% | +48.8% |
| YTD | +88.6% | -16.7% | +105.3% | +89.4% |
| 1Y | +94.8% | -23.3% | +118.1% | +95.4% |
| 3Y | +202.7% | -24.8% | +227.5% | +201.6% |
| All | +202.7% | -25.3% | +228.0% | +201.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling