+336.2%
HPE vs TW
+211.4%
+124.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.0% | +10.8% | +8.4% |
| 7D | +10.1% | -3.5% | +13.6% | +10.9% |
| 30D | +5.3% | +0.5% | +4.8% | +5.1% |
| 3M | +12.7% | +4.9% | +7.7% | +10.5% |
| 6M | +167.7% | -17.1% | +184.8% | +177.0% |
| YTD | +135.5% | -3.9% | +139.3% | +133.8% |
| 1Y | +143.4% | -13.3% | +156.6% | +147.9% |
| 3Y | +249.2% | +20.9% | +228.3% | +218.9% |
| 5Y | +343.8% | +20.5% | +323.3% | +294.7% |
| All | +336.2% | +211.4% | +124.8% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling