+224.7%
HPE vs TPR
+403.8%
-179.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.7% |
| 7D | +7.9% | -0.3% | +8.2% | +7.9% |
| 30D | -23.5% | +15.1% | -38.6% | -26.9% |
| 3M | -19.1% | +3.5% | -22.6% | -20.4% |
| 6M | +51.4% | +0.4% | +51.0% | +47.1% |
| YTD | +103.4% | +4.6% | +98.8% | +92.1% |
| 1Y | +114.4% | +33.1% | +81.3% | +83.0% |
| 3Y | +224.7% | +396.0% | -171.3% | +44.8% |
| All | +224.7% | +403.8% | -179.1% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling