+540.2%
HPE vs TPR
+299.5%
+240.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.4% | +6.3% |
| 7D | +13.6% | -7.3% | +20.9% | +16.5% |
| 30D | +7.7% | -30.7% | +38.4% | +21.3% |
| 3M | +22.4% | -21.6% | +44.0% | +31.4% |
| 6M | +172.6% | -21.3% | +193.9% | +189.7% |
| YTD | +147.5% | -10.2% | +157.7% | +149.2% |
| 1Y | +151.8% | +9.5% | +142.3% | +134.0% |
| 3Y | +267.1% | +280.8% | -13.7% | +108.1% |
| 5Y | +362.8% | +218.7% | +144.1% | +168.8% |
| 10Y | +540.2% | +306.7% | +233.5% | +186.6% |
| All | +540.2% | +299.5% | +240.7% | +186.6% |
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