+563.1%
HPE vs TNA
+86.1%
+477.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.1% | +11.4% | +12.1% |
| 7D | +19.4% | -7.3% | +26.7% | +22.3% |
| 30D | +5.6% | -14.2% | +19.8% | +10.9% |
| 3M | +33.1% | -4.6% | +37.6% | +34.9% |
| 6M | +192.5% | +36.9% | +155.5% | +161.9% |
| YTD | +160.9% | +42.5% | +118.4% | +129.2% |
| 1Y | +155.0% | +45.8% | +109.2% | +120.6% |
| 3Y | +289.4% | +104.7% | +184.8% | +176.4% |
| 5Y | +395.7% | -21.7% | +417.4% | +321.0% |
| All | +563.1% | +86.1% | +477.0% | +235.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling