+269.4%
HPE vs TSN
+10.3%
+259.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.1% |
| 7D | +13.6% | -7.3% | +20.9% | +13.1% |
| 30D | +7.7% | -8.6% | +16.4% | +7.2% |
| 3M | +22.4% | -7.5% | +29.9% | +21.6% |
| 6M | +172.6% | -14.1% | +186.7% | +169.9% |
| YTD | +147.5% | -9.4% | +157.0% | +145.3% |
| 1Y | +151.8% | -4.1% | +155.9% | +148.9% |
| All | +269.4% | +10.3% | +259.1% | +248.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling