+343.8%
HPE vs TMF
-87.6%
+431.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.8% | +7.7% |
| 7D | +10.1% | +1.0% | +9.2% | +10.2% |
| 30D | +5.3% | -1.8% | +7.1% | +5.2% |
| 3M | +12.7% | -8.2% | +20.9% | +12.4% |
| 6M | +167.7% | -19.5% | +187.2% | +165.6% |
| YTD | +135.5% | -16.0% | +151.4% | +134.1% |
| 1Y | +143.4% | -22.5% | +165.9% | +141.3% |
| 3Y | +249.2% | -42.3% | +291.4% | +241.7% |
| 5Y | +343.8% | -87.7% | +431.5% | +253.4% |
| All | +343.8% | -87.6% | +431.5% | +253.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling