+621.7%
HPE vs TSN
+48.7%
+573.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.3% |
| 7D | -0.6% | -6.3% | +5.7% | +1.0% |
| 30D | -2.3% | -10.8% | +8.5% | +0.5% |
| 3M | -2.9% | -8.8% | +5.9% | -1.2% |
| 6M | +143.6% | -16.8% | +160.4% | +153.0% |
| YTD | +118.5% | -10.0% | +128.5% | +121.6% |
| 1Y | +129.2% | -5.3% | +134.5% | +128.0% |
| 3Y | +212.5% | +8.5% | +204.0% | +190.5% |
| 5Y | +286.9% | -22.9% | +309.8% | +301.4% |
| 10Y | +432.3% | -12.6% | +445.0% | +393.7% |
| All | +621.7% | +48.7% | +573.0% | +574.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling