+563.1%
HPE vs TSEM
+1,313.0%
-749.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.8% | +11.9% |
| 7D | +19.4% | -4.9% | +24.3% | +21.3% |
| 30D | +5.6% | -18.7% | +24.4% | +12.2% |
| 3M | +33.1% | -18.1% | +51.2% | +38.2% |
| 6M | +192.5% | +77.1% | +115.4% | +134.3% |
| YTD | +160.9% | +80.1% | +80.8% | +104.5% |
| 1Y | +155.0% | +220.4% | -65.4% | +64.0% |
| 3Y | +289.4% | +650.1% | -360.7% | +86.3% |
| 5Y | +395.7% | +628.9% | -233.2% | +130.6% |
| All | +563.1% | +1,313.0% | -749.9% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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