+257.9%
HPE vs TPG
+71.4%
+186.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.0% | -2.2% | -4.5% |
| 7D | +1.4% | -11.8% | +13.3% | +6.7% |
| 30D | +1.5% | -6.3% | +7.8% | +3.9% |
| 3M | +21.7% | +13.6% | +8.2% | +14.2% |
| 6M | +164.2% | +13.8% | +150.3% | +145.4% |
| YTD | +132.1% | -23.7% | +155.8% | +156.5% |
| 1Y | +130.6% | -18.2% | +148.8% | +146.5% |
| 3Y | +244.1% | +80.1% | +164.0% | +169.9% |
| All | +257.9% | +71.4% | +186.5% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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