+621.7%
HPE vs TT
+1,186.4%
-564.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.9% |
| 7D | -0.6% | -0.2% | -0.4% | -0.4% |
| 30D | -2.3% | -7.4% | +5.1% | +2.4% |
| 3M | -2.9% | -3.2% | +0.3% | -1.1% |
| 6M | +143.6% | +1.1% | +142.5% | +141.0% |
| YTD | +118.5% | +15.6% | +102.9% | +98.9% |
| 1Y | +129.2% | +9.2% | +120.0% | +115.9% |
| 3Y | +212.5% | +124.4% | +88.1% | +86.8% |
| 5Y | +286.9% | +138.0% | +148.9% | +116.9% |
| 10Y | +432.3% | +886.4% | -454.0% | +10.7% |
| All | +621.7% | +1,186.4% | -564.7% | +20.5% |
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 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