+717.5%
HPE vs TRI
+199.4%
+518.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +5.7% |
| 7D | +13.6% | -8.4% | +22.0% | +16.5% |
| 30D | +7.7% | -6.5% | +14.2% | +9.3% |
| 3M | +22.4% | +18.6% | +3.8% | +11.4% |
| 6M | +172.6% | -10.4% | +183.0% | +174.9% |
| YTD | +147.5% | -23.7% | +171.2% | +166.9% |
| 1Y | +151.8% | -42.5% | +194.2% | +213.7% |
| 3Y | +267.1% | -19.3% | +286.3% | +261.6% |
| 5Y | +362.8% | -9.7% | +372.4% | +316.5% |
| 10Y | +540.2% | +194.4% | +345.7% | +148.4% |
| All | +717.5% | +199.4% | +518.1% | +206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling