-34.9%
TLT vs HPE
+368.2%
-403.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -0.5% |
| 7D | -0.3% | +13.6% | -13.9% | -0.1% |
| 30D | 0.0% | +7.7% | -7.7% | +0.1% |
| 3M | -2.9% | +22.4% | -25.2% | -2.6% |
| 6M | -6.3% | +172.6% | -178.9% | -4.3% |
| YTD | -3.3% | +147.5% | -150.9% | -1.5% |
| 1Y | -4.2% | +151.8% | -156.0% | -2.3% |
| 3Y | -1.7% | +267.1% | -268.7% | +1.8% |
| 5Y | -34.9% | +362.8% | -397.6% | -29.6% |
| All | -34.9% | +368.2% | -403.1% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling