+563.1%
HPE vs TRU
+147.2%
+416.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.5% | +12.1% |
| 7D | +19.4% | -2.7% | +22.1% | +20.6% |
| 30D | +5.6% | -2.0% | +7.7% | +6.2% |
| 3M | +33.1% | +18.4% | +14.6% | +21.8% |
| 6M | +192.5% | +8.9% | +183.6% | +174.6% |
| YTD | +160.9% | -8.9% | +169.9% | +161.9% |
| 1Y | +155.0% | -15.9% | +170.8% | +163.0% |
| 3Y | +289.4% | -1.1% | +290.5% | +260.0% |
| 5Y | +395.7% | -35.2% | +430.9% | +443.1% |
| All | +563.1% | +147.2% | +416.0% | +337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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