+489.7%
HPE vs TSN
-5.9%
+495.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.6% | -6.6% |
| 7D | +1.4% | +1.4% | +0.1% | +1.0% |
| 30D | +1.5% | -6.2% | +7.7% | +3.1% |
| 3M | +21.7% | -5.7% | +27.4% | +22.9% |
| 6M | +164.2% | -11.4% | +175.5% | +169.6% |
| YTD | +132.1% | -8.2% | +140.2% | +134.1% |
| 1Y | +130.6% | -2.0% | +132.7% | +126.9% |
| 3Y | +244.1% | +11.9% | +232.3% | +214.4% |
| 5Y | +340.8% | -17.8% | +358.6% | +347.9% |
| All | +489.7% | -5.9% | +495.6% | +442.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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