+116.4%
HPE vs TPR
+20.9%
+95.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.5% | -9.2% | -5.8% |
| 7D | -17.0% | +12.6% | -29.6% | -17.5% |
| 30D | -26.7% | +7.1% | -33.9% | -26.9% |
| 3M | -4.1% | -19.4% | +15.2% | -1.2% |
| 6M | +75.4% | -9.7% | +85.2% | +75.4% |
| YTD | +111.0% | -1.0% | +112.0% | +106.0% |
| 1Y | +116.4% | +19.3% | +97.1% | +99.1% |
| All | +116.4% | +20.9% | +95.6% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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