+155.0%
HPE vs TRI
-40.4%
+195.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.7% | +12.6% |
| 7D | +19.4% | -7.9% | +27.3% | +18.6% |
| 30D | +5.6% | -4.5% | +10.1% | +5.4% |
| 3M | +33.1% | +22.1% | +11.0% | +33.7% |
| 6M | +192.5% | -2.8% | +195.2% | +199.9% |
| YTD | +160.9% | -23.4% | +184.3% | +175.8% |
| 1Y | +155.0% | -41.5% | +196.5% | +174.8% |
| All | +155.0% | -40.4% | +195.3% | +174.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling