+522.9%
HPE vs TT
+1,053.9%
-531.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.1% |
| 7D | -18.7% | -2.0% | -16.7% | -17.5% |
| 30D | -37.9% | -14.0% | -23.9% | -31.4% |
| 3M | -14.4% | -15.9% | +1.5% | -4.1% |
| 6M | +48.2% | -17.3% | +65.5% | +67.8% |
| YTD | +88.6% | +4.0% | +84.7% | +84.7% |
| 1Y | +94.8% | -7.1% | +101.9% | +104.3% |
| 3Y | +202.7% | +90.2% | +112.5% | +103.3% |
| 5Y | +231.6% | +131.1% | +100.5% | +90.7% |
| 10Y | +361.9% | +777.7% | -415.8% | +4.3% |
| All | +522.9% | +1,053.9% | -531.0% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling