+432.6%
HPE vs TSLQ
-97.2%
+529.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.0% | +13.5% | +12.3% |
| 7D | +19.4% | -6.6% | +26.0% | +18.4% |
| 30D | +5.6% | -24.3% | +29.9% | +2.4% |
| 3M | +33.1% | -3.6% | +36.7% | +36.0% |
| 6M | +192.5% | -12.0% | +204.4% | +200.6% |
| YTD | +160.9% | +1.4% | +159.5% | +175.4% |
| 1Y | +155.0% | -43.6% | +198.5% | +153.9% |
| 3Y | +289.4% | -95.4% | +384.8% | +243.0% |
| All | +432.6% | -97.2% | +529.9% | +382.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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