-5.9%
TLT vs HPE
+134.8%
-140.6%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.2% | +5.1% | -1.1% |
| 7D | -1.6% | +1.4% | -3.0% | -1.6% |
| 30D | -1.3% | +1.5% | -2.9% | -1.3% |
| 3M | -3.7% | +21.7% | -25.5% | -3.9% |
| 6M | -6.4% | +164.2% | -170.5% | -5.9% |
| YTD | -4.5% | +132.1% | -136.5% | -4.8% |
| 1Y | -5.9% | +130.6% | -136.5% | -6.7% |
| All | -5.9% | +134.8% | -140.6% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling