+246.3%
HPE vs TRI
-20.3%
+266.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -6.2% |
| 7D | +1.4% | -14.4% | +15.8% | +1.5% |
| 30D | +1.5% | -8.1% | +9.7% | +1.6% |
| 3M | +21.7% | +17.5% | +4.2% | +19.8% |
| 6M | +164.2% | -5.0% | +169.1% | +167.5% |
| YTD | +132.1% | -24.7% | +156.8% | +145.7% |
| 1Y | +130.6% | -41.5% | +172.1% | +159.1% |
| All | +246.3% | -20.3% | +266.6% | +256.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling