+1,643.1%
TSM vs HPQ
+160.1%
+1,483.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -2.3% |
| 7D | +6.2% | +3.2% | +3.0% | +5.0% |
| 30D | -7.3% | -3.6% | -3.7% | -6.5% |
| 3M | -7.1% | -5.3% | -1.8% | -6.8% |
| 6M | +0.2% | +41.1% | -40.9% | -15.8% |
| YTD | +32.2% | +36.9% | -4.6% | +11.2% |
| 1Y | +42.8% | +23.5% | +19.3% | +24.7% |
| 3Y | +330.4% | +19.6% | +310.8% | +269.3% |
| 5Y | +263.9% | +11.4% | +252.5% | +215.5% |
| All | +1,643.1% | +160.1% | +1,483.0% | +1,014.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 10y: compounded portfolio wealth divided by compounded HPQ 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…
10y analysis · Full analysis span regression · 6 months rolling