+113.4%
T vs HPE
+545.6%
-432.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.5% | -1.3% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +11.4% | -2.3% | +13.7% | +11.5% |
| 3M | +14.3% | -2.9% | +17.2% | +14.0% |
| 6M | -9.3% | +143.6% | -152.8% | -23.3% |
| YTD | +7.1% | +118.5% | -111.4% | -8.1% |
| 1Y | -9.1% | +129.2% | -138.3% | -23.1% |
| 3Y | +105.3% | +212.5% | -107.2% | +56.0% |
| 5Y | +66.8% | +286.9% | -220.1% | +17.1% |
| 10Y | +66.8% | +432.3% | -365.6% | +2.9% |
| All | +113.4% | +545.6% | -432.2% | +26.6% |
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