+621.7%
HPE vs TPR
+453.3%
+168.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -0.6% | -2.3% | +1.7% | +0.2% |
| 30D | -2.3% | -23.0% | +20.7% | +6.1% |
| 3M | -2.9% | -12.5% | +9.6% | +0.4% |
| 6M | +143.6% | -21.4% | +165.0% | +159.7% |
| YTD | +118.5% | -3.5% | +122.0% | +115.0% |
| 1Y | +129.2% | +17.4% | +111.8% | +108.3% |
| 3Y | +212.5% | +291.3% | -78.7% | +76.2% |
| 5Y | +286.9% | +241.9% | +45.0% | +119.9% |
| 10Y | +432.3% | +322.7% | +109.7% | +132.3% |
| All | +621.7% | +453.3% | +168.4% | +202.9% |
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