+249.2%
HPE vs TT
+121.9%
+127.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.2% | +8.0% |
| 7D | +10.1% | +1.6% | +8.6% | +9.1% |
| 30D | +5.3% | -7.3% | +12.6% | +10.2% |
| 3M | +12.7% | -2.6% | +15.3% | +14.2% |
| 6M | +167.7% | +5.9% | +161.8% | +157.8% |
| YTD | +135.5% | +15.4% | +120.1% | +115.7% |
| 1Y | +143.4% | +8.2% | +135.1% | +131.4% |
| 3Y | +249.2% | +122.7% | +126.5% | +155.5% |
| All | +249.2% | +121.9% | +127.3% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 3y: compounded portfolio wealth divided by compounded TT 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…
3y analysis · Full analysis span regression · 6 months rolling