+396.0%
HPE vs TRU
-35.6%
+431.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.5% | +12.1% |
| 7D | +19.4% | -2.7% | +22.1% | +20.4% |
| 30D | +5.6% | -2.0% | +7.7% | +6.1% |
| 3M | +33.1% | +18.4% | +14.6% | +23.4% |
| 6M | +192.5% | +8.9% | +183.6% | +177.4% |
| YTD | +160.9% | -8.9% | +169.9% | +162.6% |
| 1Y | +155.0% | -15.9% | +170.8% | +163.0% |
| 3Y | +289.4% | -1.1% | +290.5% | +273.8% |
| All | +396.0% | -35.6% | +431.6% | +441.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling