+126.8%
HPE vs TRV
+36.9%
+89.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.8% | -6.1% |
| 7D | +1.4% | -1.5% | +2.9% | +1.1% |
| 30D | +1.5% | -1.8% | +3.4% | +1.0% |
| 3M | +21.7% | +21.6% | +0.2% | +27.0% |
| 6M | +164.2% | +22.5% | +141.7% | +178.2% |
| YTD | +132.1% | +28.1% | +103.9% | +139.6% |
| All | +126.8% | +36.9% | +89.8% | +128.9% |
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