+666.4%
HPE vs TMO
+393.1%
+273.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | +1.4% | -2.5% | +3.9% | +2.4% |
| 30D | +1.5% | -0.3% | +1.8% | +1.5% |
| 3M | +21.7% | +25.3% | -3.5% | +10.1% |
| 6M | +164.2% | +20.9% | +143.3% | +140.5% |
| YTD | +132.1% | +4.3% | +127.7% | +124.7% |
| 1Y | +130.6% | +27.0% | +103.6% | +103.7% |
| 3Y | +244.1% | +17.5% | +226.6% | +207.6% |
| 5Y | +340.8% | +6.9% | +333.9% | +301.1% |
| 10Y | +500.2% | +332.0% | +168.2% | +113.4% |
| All | +666.4% | +393.1% | +273.3% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling