+677.7%
HPE vs TSEM
+1,605.4%
-927.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.1% | +8.9% | +8.1% |
| 7D | +10.1% | +10.4% | -0.3% | +6.5% |
| 30D | +5.3% | -12.9% | +18.2% | +9.5% |
| 3M | +12.7% | -9.2% | +21.9% | +13.0% |
| 6M | +167.7% | +98.8% | +68.9% | +106.1% |
| YTD | +135.5% | +87.2% | +48.2% | +81.7% |
| 1Y | +143.4% | +239.0% | -95.6% | +53.0% |
| 3Y | +249.2% | +679.5% | -430.3% | +63.6% |
| 5Y | +343.8% | +667.3% | -323.4% | +101.1% |
| 10Y | +495.9% | +1,301.0% | -805.2% | +96.5% |
| All | +677.7% | +1,605.4% | -927.7% | +122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling