+288.2%
TSM vs HPE
+345.4%
-57.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.4% | -0.9% |
| 7D | +6.0% | +10.1% | -4.1% | +1.5% |
| 30D | +4.5% | +5.3% | -0.8% | +1.7% |
| 3M | +3.1% | +12.7% | -9.6% | -3.3% |
| 6M | +30.2% | +167.7% | -137.4% | -20.3% |
| YTD | +45.2% | +135.5% | -90.2% | -6.1% |
| 1Y | +79.6% | +143.4% | -63.8% | +13.6% |
| 3Y | +411.0% | +249.2% | +161.8% | +158.1% |
| All | +288.2% | +345.4% | -57.2% | +73.2% |
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 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