-12.6%
TLT vs HPE
+370.3%
-382.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.7% |
| 7D | -3.1% | +7.9% | -11.0% | -2.6% |
| 30D | +1.0% | -23.5% | +24.5% | -0.4% |
| 3M | -2.7% | -19.1% | +16.3% | -3.6% |
| 6M | -4.1% | +51.4% | -55.5% | -0.4% |
| YTD | -5.4% | +103.4% | -108.8% | +0.8% |
| 1Y | -7.0% | +114.4% | -121.4% | -0.5% |
| 3Y | +2.8% | +224.7% | -221.8% | +15.9% |
| 5Y | -35.4% | +277.8% | -313.1% | -24.9% |
| All | -12.6% | +370.3% | -382.9% | +8.3% |
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