+2,286.9%
TSM vs HPE
+524.4%
+1,762.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +14.8% | +13.6% | +1.3% | +9.6% |
| 30D | -8.9% | -27.1% | +18.2% | +2.1% |
| 3M | -5.3% | -14.5% | +9.2% | -1.1% |
| 6M | +2.6% | +66.9% | -64.4% | -18.7% |
| YTD | +34.5% | +111.3% | -76.8% | -3.9% |
| 1Y | +41.0% | +117.5% | -76.5% | -0.5% |
| 3Y | +333.1% | +238.1% | +95.0% | +151.1% |
| 5Y | +270.1% | +292.4% | -22.3% | +102.0% |
| 10Y | +1,608.7% | +389.3% | +1,219.3% | +728.1% |
| All | +2,286.9% | +524.4% | +1,762.5% | +938.9% |
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