+70.3%
T vs HPE
+581.3%
-511.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.4% | -10.4% | +0.1% |
| 7D | +1.5% | +19.4% | -17.9% | -1.4% |
| 30D | +7.5% | +5.6% | +1.9% | +6.2% |
| 3M | +14.8% | +33.1% | -18.2% | +8.9% |
| 6M | -1.7% | +192.5% | -194.2% | -20.0% |
| YTD | +8.7% | +160.9% | -152.2% | -10.0% |
| 1Y | -7.5% | +155.0% | -162.4% | -23.4% |
| 3Y | +110.2% | +289.4% | -179.2% | +50.6% |
| 5Y | +71.6% | +395.7% | -324.0% | +11.4% |
| All | +70.3% | +581.3% | -511.1% | -5.4% |
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