+394.5%
HPE vs TTD
+438.1%
-43.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.2% |
| 7D | +13.6% | +20.8% | -7.2% | +10.8% |
| 30D | -27.1% | +27.1% | -54.2% | -29.4% |
| 3M | -14.5% | +14.7% | -29.1% | -16.3% |
| 6M | +66.9% | -26.8% | +93.8% | +71.2% |
| YTD | +111.3% | -59.2% | +170.6% | +133.0% |
| 1Y | +117.5% | -64.7% | +182.2% | +144.5% |
| 3Y | +238.1% | -75.8% | +313.9% | +281.5% |
| 5Y | +292.4% | -84.6% | +377.0% | +342.0% |
| 10Y | +389.3% | +507.9% | -118.5% | +250.4% |
| All | +394.5% | +438.1% | -43.5% | +254.9% |
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