+677.7%
HPE vs TRGP
+702.9%
-25.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.5% | +6.3% | +7.4% |
| 7D | +10.1% | -0.6% | +10.7% | +10.3% |
| 30D | +5.3% | +14.6% | -9.3% | +1.5% |
| 3M | +12.7% | +11.9% | +0.7% | +8.9% |
| 6M | +167.7% | +25.3% | +142.4% | +151.0% |
| YTD | +135.5% | +61.9% | +73.6% | +106.7% |
| 1Y | +143.4% | +87.3% | +56.1% | +105.4% |
| 3Y | +249.2% | +268.0% | -18.8% | +150.6% |
| 5Y | +343.8% | +638.2% | -294.4% | +169.2% |
| 10Y | +495.9% | +821.9% | -326.1% | +198.5% |
| All | +677.7% | +702.9% | -25.3% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling