+563.1%
HPE vs TRI
+196.2%
+366.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.7% | +12.0% |
| 7D | +19.4% | -7.9% | +27.3% | +21.9% |
| 30D | +5.6% | -4.5% | +10.1% | +6.5% |
| 3M | +33.1% | +22.1% | +11.0% | +21.3% |
| 6M | +192.5% | -2.8% | +195.2% | +185.7% |
| YTD | +160.9% | -23.4% | +184.3% | +180.4% |
| 1Y | +155.0% | -41.5% | +196.5% | +211.2% |
| 3Y | +289.4% | -19.2% | +308.6% | +286.0% |
| 5Y | +395.7% | -9.4% | +405.1% | +351.5% |
| All | +563.1% | +196.2% | +366.9% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling