+666.4%
HPE vs TNA
+97.4%
+569.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.0% | -3.2% | -5.2% |
| 7D | +1.4% | -7.6% | +9.0% | +4.0% |
| 30D | +1.5% | -13.6% | +15.2% | +6.5% |
| 3M | +21.7% | +2.8% | +18.9% | +20.3% |
| 6M | +164.2% | +34.5% | +129.7% | +137.4% |
| YTD | +132.1% | +41.0% | +91.0% | +104.0% |
| 1Y | +130.6% | +52.0% | +78.6% | +96.1% |
| 3Y | +244.1% | +103.5% | +140.6% | +142.8% |
| 5Y | +340.8% | -22.5% | +363.4% | +274.1% |
| 10Y | +500.2% | +81.9% | +418.3% | +169.9% |
| All | +666.4% | +97.4% | +569.0% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling