+340.8%
HPE vs TW
+19.6%
+321.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.8% | -6.2% |
| 7D | +1.4% | -2.7% | +4.2% | +1.8% |
| 30D | +1.5% | -1.7% | +3.3% | +1.7% |
| 3M | +21.7% | +1.6% | +20.1% | +20.6% |
| 6M | +164.2% | -17.7% | +181.9% | +173.4% |
| YTD | +132.1% | -4.3% | +136.4% | +130.9% |
| 1Y | +130.6% | -13.1% | +143.8% | +134.8% |
| 3Y | +244.1% | +20.3% | +223.8% | +213.3% |
| 5Y | +340.8% | +22.0% | +318.9% | +276.0% |
| All | +340.8% | +19.6% | +321.2% | +276.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling