+411.0%
TSM vs HPE
+250.0%
+161.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.4% | -0.6% |
| 7D | +6.0% | +10.1% | -4.1% | +1.9% |
| 30D | +4.5% | +5.3% | -0.8% | +2.0% |
| 3M | +3.1% | +12.7% | -9.6% | -2.7% |
| 6M | +30.2% | +167.7% | -137.4% | -17.2% |
| YTD | +45.2% | +135.5% | -90.2% | -2.7% |
| 1Y | +79.6% | +143.4% | -63.8% | +17.9% |
| 3Y | +411.0% | +249.2% | +161.8% | +175.8% |
| All | +411.0% | +250.0% | +161.0% | +175.8% |
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