+677.7%
HPE vs TRU
+232.3%
+445.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.8% | +10.5% | +8.8% |
| 7D | +10.1% | -7.2% | +17.3% | +13.3% |
| 30D | +5.3% | -2.8% | +8.1% | +6.1% |
| 3M | +12.7% | +13.0% | -0.3% | +5.0% |
| 6M | +167.7% | +0.7% | +167.0% | +159.3% |
| YTD | +135.5% | -9.0% | +144.5% | +136.3% |
| 1Y | +143.4% | -16.3% | +159.7% | +151.3% |
| 3Y | +249.2% | -1.1% | +250.2% | +221.6% |
| 5Y | +343.8% | -36.0% | +379.8% | +387.7% |
| 10Y | +495.9% | +139.9% | +356.0% | +245.2% |
| All | +677.7% | +232.3% | +445.3% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling