+370.3%
HPE vs TPR
+364.3%
+6.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.7% |
| 7D | +7.9% | -0.3% | +8.2% | +8.0% |
| 30D | -23.5% | +15.1% | -38.6% | -27.9% |
| 3M | -19.1% | +3.5% | -22.6% | -21.2% |
| 6M | +51.4% | +0.4% | +51.0% | +46.5% |
| YTD | +103.4% | +4.6% | +98.8% | +92.0% |
| 1Y | +114.4% | +33.1% | +81.3% | +84.4% |
| 3Y | +224.7% | +396.0% | -171.3% | +65.8% |
| 5Y | +277.8% | +230.3% | +47.5% | +115.4% |
| All | +370.3% | +364.3% | +6.0% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling