+130.6%
HPE vs TPR
+9.7%
+121.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.9% | -8.1% | -6.5% |
| 7D | +1.4% | -5.1% | +6.6% | +2.1% |
| 30D | +1.5% | -27.6% | +29.1% | +6.6% |
| 3M | +21.7% | -17.5% | +39.2% | +23.8% |
| 6M | +164.2% | -21.3% | +185.5% | +169.5% |
| YTD | +132.1% | -8.5% | +140.5% | +126.3% |
| 1Y | +130.6% | +11.5% | +119.2% | +110.6% |
| All | +130.6% | +9.7% | +121.0% | +110.6% |
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 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