+522.9%
HPE vs TPR
+501.6%
+21.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | -18.7% | +14.2% | -32.9% | -22.9% |
| 30D | -37.9% | +17.1% | -55.0% | -41.8% |
| 3M | -14.4% | -17.7% | +3.3% | -10.3% |
| 6M | +48.2% | -10.2% | +58.4% | +49.2% |
| YTD | +88.6% | +4.9% | +83.7% | +77.8% |
| 1Y | +94.8% | +36.1% | +58.6% | +66.2% |
| 3Y | +202.7% | +416.5% | -213.8% | +52.4% |
| 5Y | +231.6% | +254.8% | -23.1% | +84.3% |
| 10Y | +361.9% | +391.7% | -29.8% | +88.8% |
| All | +522.9% | +501.6% | +21.3% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling