+129.2%
HPE vs TPR
+18.2%
+111.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -0.6% | -2.7% | +2.1% | -0.2% |
| 30D | -2.3% | -23.3% | +21.0% | +1.8% |
| 3M | -2.9% | -12.8% | +9.9% | -1.9% |
| 6M | +143.6% | -21.7% | +165.3% | +150.9% |
| YTD | +118.5% | -3.9% | +122.4% | +112.1% |
| 1Y | +129.2% | +16.9% | +112.3% | +110.7% |
| All | +129.2% | +18.2% | +111.0% | +110.7% |
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