+62.5%
T vs HPE
+388.5%
-326.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.6% | +13.6% | -11.9% | 0.0% |
| 30D | -2.9% | -27.1% | +24.2% | +0.7% |
| 3M | -7.5% | -14.5% | +7.0% | -6.9% |
| 6M | -9.9% | +66.9% | -76.8% | -20.1% |
| YTD | -6.4% | +111.3% | -117.8% | -21.1% |
| 1Y | -9.4% | +117.5% | -126.9% | -24.1% |
| 3Y | +64.9% | +238.1% | -173.2% | +18.2% |
| 5Y | +57.0% | +292.4% | -235.4% | +4.8% |
| All | +62.5% | +388.5% | -326.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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