+155.0%
HPE vs TSCO
-42.3%
+197.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.5% | +14.0% | +12.3% |
| 7D | +19.4% | -5.7% | +25.1% | +19.0% |
| 30D | +5.6% | -8.8% | +14.4% | +5.2% |
| 3M | +33.1% | +6.3% | +26.7% | +33.8% |
| 6M | +192.5% | -32.3% | +224.7% | +215.2% |
| YTD | +160.9% | -32.7% | +193.6% | +180.0% |
| 1Y | +155.0% | -43.7% | +198.6% | +187.3% |
| All | +155.0% | -42.3% | +197.2% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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