+116.4%
HPE vs TRV
+54.4%
+62.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.5% | -9.2% | -4.0% |
| 7D | -17.0% | +3.9% | -20.8% | -15.3% |
| 30D | -26.7% | +13.5% | -40.2% | -22.5% |
| 3M | -4.1% | +8.9% | -13.0% | -0.2% |
| 6M | +75.4% | +36.8% | +38.7% | +102.8% |
| YTD | +111.0% | +42.7% | +68.3% | +137.9% |
| 1Y | +116.4% | +49.9% | +66.6% | +148.8% |
| All | +116.4% | +54.4% | +62.0% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling