+129.2%
HPE vs TTMI
+171.3%
-42.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.8% | -13.3% | -6.6% |
| 7D | -0.6% | +5.9% | -6.5% | -2.1% |
| 30D | -2.3% | -4.3% | +2.0% | -1.6% |
| 3M | -2.9% | -32.0% | +29.2% | +4.3% |
| 6M | +143.6% | +19.5% | +124.1% | +133.2% |
| YTD | +118.5% | +82.0% | +36.5% | +91.5% |
| 1Y | +129.2% | +172.6% | -43.4% | +88.1% |
| All | +129.2% | +171.3% | -42.1% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling