+246.3%
HPE vs TTMI
+844.7%
-598.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.7% | -5.8% |
| 7D | +1.4% | +6.0% | -4.6% | -0.6% |
| 30D | +1.5% | -6.4% | +8.0% | +3.1% |
| 3M | +21.7% | -28.9% | +50.7% | +32.0% |
| 6M | +164.2% | +26.9% | +137.3% | +140.1% |
| YTD | +132.1% | +77.3% | +54.7% | +85.2% |
| 1Y | +130.6% | +147.5% | -16.9% | +59.8% |
| All | +246.3% | +844.7% | -598.4% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling