+340.8%
HPE vs TRGP
+627.0%
-286.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | +1.5% | +10.0% | -8.4% | -2.8% |
| 3M | +21.7% | +7.6% | +14.1% | +17.0% |
| 6M | +164.2% | +26.8% | +137.4% | +134.9% |
| YTD | +132.1% | +60.6% | +71.5% | +85.0% |
| 1Y | +130.6% | +82.5% | +48.2% | +72.6% |
| 3Y | +244.1% | +265.0% | -20.9% | +93.7% |
| 5Y | +340.8% | +645.9% | -305.1% | +69.9% |
| All | +340.8% | +627.0% | -286.2% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling