+396.0%
HPE vs TRI
-10.0%
+406.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.7% | +12.3% |
| 7D | +19.4% | -7.9% | +27.3% | +20.3% |
| 30D | +5.6% | -4.5% | +10.1% | +6.0% |
| 3M | +33.1% | +22.1% | +11.0% | +27.2% |
| 6M | +192.5% | -2.8% | +195.2% | +192.4% |
| YTD | +160.9% | -23.4% | +184.3% | +179.6% |
| 1Y | +155.0% | -41.5% | +196.5% | +199.8% |
| 3Y | +289.4% | -19.2% | +308.6% | +285.6% |
| All | +396.0% | -10.0% | +406.0% | +326.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling