+376.1%
HPE vs TTD
+445.4%
-69.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.9% |
| 7D | +7.9% | +21.3% | -13.4% | +5.2% |
| 30D | -23.5% | +28.7% | -52.2% | -26.1% |
| 3M | -19.1% | +7.7% | -26.8% | -20.2% |
| 6M | +51.4% | -23.5% | +74.9% | +54.4% |
| YTD | +103.4% | -58.7% | +162.1% | +123.9% |
| 1Y | +114.4% | -63.4% | +177.8% | +139.9% |
| 3Y | +224.7% | -75.3% | +300.0% | +265.3% |
| 5Y | +277.8% | -84.4% | +362.1% | +324.8% |
| 10Y | +371.1% | +516.1% | -145.0% | +236.7% |
| All | +376.1% | +445.4% | -69.3% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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