+396.0%
HPE vs TRV
+162.8%
+233.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.1% | +10.4% | +11.8% |
| 7D | +19.4% | +1.9% | +17.5% | +18.7% |
| 30D | +5.6% | +1.7% | +3.9% | +5.1% |
| 3M | +33.1% | +23.9% | +9.2% | +23.2% |
| 6M | +192.5% | +26.3% | +166.2% | +167.8% |
| YTD | +160.9% | +30.8% | +130.1% | +135.2% |
| 1Y | +155.0% | +36.3% | +118.6% | +125.5% |
| 3Y | +289.4% | +145.0% | +144.4% | +154.4% |
| All | +396.0% | +162.8% | +233.2% | +203.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling