+522.9%
HPE vs TMF
-81.4%
+604.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | -18.7% | +1.2% | -19.9% | -18.5% |
| 30D | -37.9% | +19.7% | -57.6% | -36.1% |
| 3M | -14.4% | -2.1% | -12.3% | -14.3% |
| 6M | +48.2% | -13.4% | +61.7% | +45.5% |
| YTD | +88.6% | -16.7% | +105.3% | +84.4% |
| 1Y | +94.8% | -23.3% | +118.1% | +88.0% |
| 3Y | +202.7% | -24.8% | +227.5% | +199.2% |
| 5Y | +231.6% | -88.0% | +319.7% | +124.5% |
| 10Y | +361.9% | -84.7% | +446.6% | +270.0% |
| All | +522.9% | -81.4% | +604.4% | +426.5% |
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 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