-0.4%
TLT vs HPE
+247.4%
-247.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.8% | -0.1% |
| 7D | +0.4% | +10.1% | -9.7% | +0.3% |
| 30D | -0.3% | +5.3% | -5.6% | -0.3% |
| 3M | -1.7% | +12.7% | -14.4% | -1.9% |
| 6M | -4.9% | +167.7% | -172.6% | -5.4% |
| YTD | -2.8% | +135.5% | -138.2% | -3.3% |
| 1Y | -4.2% | +143.4% | -147.6% | -4.8% |
| All | -0.4% | +247.4% | -247.7% | -2.4% |
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