+2,418.0%
TSM vs HPE
+545.6%
+1,872.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.3% | +4.5% |
| 7D | +2.7% | -0.6% | +3.3% | +2.8% |
| 30D | +3.6% | -2.3% | +5.9% | +4.1% |
| 3M | -3.4% | -2.9% | -0.5% | -3.3% |
| 6M | +20.6% | +143.6% | -123.0% | -16.9% |
| YTD | +41.9% | +118.5% | -76.7% | +1.4% |
| 1Y | +84.4% | +129.2% | -44.8% | +28.9% |
| 3Y | +380.2% | +212.5% | +167.7% | +189.6% |
| 5Y | +275.3% | +286.9% | -11.6% | +107.1% |
| 10Y | +1,751.4% | +432.3% | +1,319.0% | +786.9% |
| All | +2,418.0% | +545.6% | +1,872.3% | +995.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling