+330.4%
TSM vs HPE
+228.2%
+102.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.1% | -0.2% |
| 7D | +6.2% | +7.9% | -1.7% | +3.2% |
| 30D | -7.3% | -23.5% | +16.2% | +2.3% |
| 3M | -7.1% | -19.1% | +11.9% | -0.9% |
| 6M | +0.2% | +51.4% | -51.2% | -18.9% |
| YTD | +32.2% | +103.4% | -71.2% | -7.4% |
| 1Y | +42.8% | +114.4% | -71.6% | -2.6% |
| 3Y | +330.4% | +224.7% | +105.7% | +139.4% |
| All | +330.4% | +228.2% | +102.2% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling