+116.4%
HPE vs TMO
+26.9%
+89.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.1% | -6.8% | -5.7% |
| 7D | -17.0% | +0.3% | -17.3% | -17.0% |
| 30D | -26.7% | +4.3% | -31.1% | -26.8% |
| 3M | -4.1% | +25.1% | -29.3% | -5.1% |
| 6M | +75.4% | +52.9% | +22.5% | +68.2% |
| YTD | +111.0% | +22.2% | +88.8% | +115.6% |
| 1Y | +116.4% | +25.4% | +91.1% | +117.1% |
| All | +116.4% | +26.9% | +89.5% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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