+340.8%
HPE vs TSEM
+610.6%
-269.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.9% | -2.3% | -5.1% |
| 7D | +1.4% | +0.9% | +0.5% | +0.9% |
| 30D | +1.5% | -16.6% | +18.2% | +6.8% |
| 3M | +21.7% | -10.9% | +32.7% | +22.9% |
| 6M | +164.2% | +78.0% | +86.1% | +114.7% |
| YTD | +132.1% | +77.2% | +54.8% | +85.7% |
| 1Y | +130.6% | +207.6% | -76.9% | +53.7% |
| 3Y | +244.1% | +637.8% | -393.7% | +75.5% |
| 5Y | +340.8% | +617.0% | -276.2% | +136.0% |
| All | +340.8% | +610.6% | -269.8% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling