+383.4%
HPE vs TW
+206.7%
+176.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.0% | +13.4% | +12.6% |
| 7D | +19.4% | -4.5% | +23.9% | +20.4% |
| 30D | +5.6% | -2.3% | +7.9% | +6.0% |
| 3M | +33.1% | +2.6% | +30.5% | +31.2% |
| 6M | +192.5% | -17.5% | +210.0% | +202.7% |
| YTD | +160.9% | -5.3% | +166.2% | +159.8% |
| 1Y | +155.0% | -14.8% | +169.7% | +160.6% |
| 3Y | +289.4% | +18.8% | +270.6% | +256.9% |
| 5Y | +395.7% | +20.7% | +374.9% | +340.0% |
| All | +383.4% | +206.7% | +176.7% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling