+129.2%
HPE vs TNA
+70.0%
+59.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.8% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -2.3% | -4.9% | +2.6% | -0.2% |
| 3M | -2.9% | +0.4% | -3.2% | -3.3% |
| 6M | +143.6% | +32.5% | +111.0% | +114.4% |
| YTD | +118.5% | +53.7% | +64.8% | +81.1% |
| 1Y | +129.2% | +65.1% | +64.1% | +86.9% |
| All | +129.2% | +70.0% | +59.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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