+155.0%
HPE vs TTMI
+155.3%
-0.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.4% | +9.1% | +11.6% |
| 7D | +19.4% | +0.7% | +18.7% | +19.3% |
| 30D | +5.6% | -8.4% | +14.1% | +7.6% |
| 3M | +33.1% | -32.5% | +65.5% | +43.1% |
| 6M | +192.5% | +32.5% | +160.0% | +176.5% |
| YTD | +160.9% | +83.2% | +77.7% | +128.4% |
| 1Y | +155.0% | +161.7% | -6.7% | +111.7% |
| All | +155.0% | +155.3% | -0.4% | +111.7% |
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