+561.5%
HPE vs TMF
-81.4%
+642.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | -7.1% | +0.6% | -7.7% | -7.0% |
| 30D | -35.3% | +16.3% | -51.6% | -33.7% |
| 3M | -10.4% | -2.7% | -7.8% | -10.5% |
| 6M | +52.5% | -13.2% | +65.6% | +49.8% |
| YTD | +100.3% | -16.7% | +117.0% | +95.8% |
| 1Y | +106.4% | -22.7% | +129.1% | +99.5% |
| 3Y | +227.4% | -26.1% | +253.5% | +222.4% |
| 5Y | +250.6% | -88.4% | +339.0% | +135.2% |
| 10Y | +365.4% | -81.8% | +447.2% | +287.5% |
| All | +561.5% | -81.4% | +642.9% | +459.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling