+1,757.1%
TSM vs HPE
+506.0%
+1,251.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.2% | +4.6% | +0.7% |
| 7D | +2.6% | +1.4% | +1.2% | +1.7% |
| 30D | +1.4% | +1.5% | -0.1% | +0.2% |
| 3M | +5.0% | +21.7% | -16.8% | -4.1% |
| 6M | +24.0% | +164.2% | -140.2% | -19.3% |
| YTD | +41.6% | +132.1% | -90.5% | -3.3% |
| 1Y | +66.2% | +130.6% | -64.5% | +13.3% |
| 3Y | +398.2% | +244.1% | +154.1% | +179.4% |
| 5Y | +277.6% | +340.8% | -63.2% | +90.2% |
| All | +1,757.1% | +506.0% | +1,251.2% | +687.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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