+717.5%
HPE vs TRV
+337.7%
+379.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +13.6% | +0.2% | +13.5% | +13.6% |
| 30D | +7.7% | -2.3% | +10.1% | +8.9% |
| 3M | +22.4% | +22.7% | -0.3% | +9.0% |
| 6M | +172.6% | +21.9% | +150.7% | +141.8% |
| YTD | +147.5% | +27.5% | +120.1% | +113.9% |
| 1Y | +151.8% | +36.2% | +115.5% | +109.3% |
| 3Y | +267.1% | +140.6% | +126.5% | +111.7% |
| 5Y | +362.8% | +154.5% | +208.2% | +153.4% |
| 10Y | +540.2% | +295.4% | +244.7% | +156.1% |
| All | +717.5% | +337.7% | +379.8% | +194.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling