+129.2%
HPE vs TRV
+34.7%
+94.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.1% | -4.8% |
| 7D | -0.6% | -0.1% | -0.4% | -0.7% |
| 30D | -2.3% | -3.4% | +1.1% | -3.2% |
| 3M | -2.9% | +26.4% | -29.3% | +1.7% |
| 6M | +143.6% | +19.3% | +124.3% | +157.8% |
| YTD | +118.5% | +28.3% | +90.2% | +125.4% |
| 1Y | +129.2% | +34.3% | +94.9% | +130.7% |
| All | +129.2% | +34.7% | +94.5% | +130.7% |
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