+130.6%
HPE vs TSN
-2.3%
+133.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.6% | -6.0% |
| 7D | +1.4% | +1.4% | +0.1% | +1.7% |
| 30D | +1.5% | -6.2% | +7.7% | +0.5% |
| 3M | +21.7% | -5.7% | +27.4% | +20.2% |
| 6M | +164.2% | -11.4% | +175.5% | +155.2% |
| YTD | +132.1% | -8.2% | +140.2% | +126.8% |
| 1Y | +130.6% | -2.0% | +132.7% | +117.1% |
| All | +130.6% | -2.3% | +133.0% | +117.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling