+106.5%
T vs HPE
+247.4%
-140.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.1% | 0.0% |
| 7D | -1.5% | +10.1% | -11.7% | -1.2% |
| 30D | +7.6% | +5.3% | +2.3% | +7.8% |
| 3M | +15.3% | +12.7% | +2.6% | +16.0% |
| 6M | -8.5% | +167.7% | -176.1% | -5.3% |
| YTD | +6.8% | +135.5% | -128.7% | +10.2% |
| 1Y | -7.2% | +143.4% | -150.6% | -4.1% |
| All | +106.5% | +247.4% | -140.8% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling