+563.1%
HPE vs TMO
+338.2%
+224.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.1% | +11.3% | +12.0% |
| 7D | +19.4% | -0.6% | +20.0% | +19.7% |
| 30D | +5.6% | +1.1% | +4.5% | +5.1% |
| 3M | +33.1% | +28.3% | +4.7% | +20.1% |
| 6M | +192.5% | +23.3% | +169.2% | +166.1% |
| YTD | +160.9% | +5.5% | +155.5% | +152.5% |
| 1Y | +155.0% | +24.5% | +130.4% | +129.3% |
| 3Y | +289.4% | +19.6% | +269.8% | +248.8% |
| 5Y | +395.7% | +8.1% | +387.5% | +352.6% |
| All | +563.1% | +338.2% | +224.9% | +196.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling