+87.1%
T vs HPE
+525.5%
-438.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.8% | -3.4% | +0.8% |
| 7D | +2.0% | +0.3% | +1.7% | +1.8% |
| 30D | -1.0% | -28.6% | +27.5% | +2.9% |
| 3M | -8.1% | -7.4% | -0.8% | -8.6% |
| 6M | -8.3% | +63.7% | -71.9% | -17.9% |
| YTD | -6.1% | +111.7% | -117.8% | -20.2% |
| 1Y | -7.4% | +123.5% | -130.9% | -22.2% |
| 3Y | +65.4% | +238.7% | -173.2% | +21.1% |
| 5Y | +57.6% | +261.0% | -203.4% | +10.8% |
| 10Y | +61.4% | +390.2% | -328.8% | -0.8% |
| All | +87.1% | +525.5% | -438.4% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling