+265.7%
TSM vs HPE
+278.3%
-12.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.1% | -0.1% |
| 7D | +6.2% | +7.9% | -1.7% | +2.8% |
| 30D | -7.3% | -23.5% | +16.2% | +3.5% |
| 3M | -7.1% | -19.1% | +11.9% | -0.3% |
| 6M | +0.2% | +51.4% | -51.2% | -21.2% |
| YTD | +32.2% | +103.4% | -71.2% | -11.3% |
| 1Y | +42.8% | +114.4% | -71.6% | -7.0% |
| 3Y | +330.4% | +224.7% | +105.7% | +114.2% |
| All | +265.7% | +278.3% | -12.6% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling