+1,757.2%
TSM vs HPQ
+231.8%
+1,525.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.1% |
| 7D | +2.6% | +3.5% | -0.9% | +1.2% |
| 30D | +1.4% | +13.7% | -12.3% | -3.8% |
| 3M | +5.0% | +33.9% | -28.9% | -7.4% |
| 6M | +24.0% | +80.9% | -57.0% | -5.1% |
| YTD | +41.6% | +52.6% | -11.0% | +15.8% |
| 1Y | +66.2% | +21.2% | +44.9% | +48.7% |
| 3Y | +398.2% | +26.9% | +371.3% | +324.2% |
| 5Y | +277.6% | +41.1% | +236.5% | +202.0% |
| All | +1,757.2% | +231.8% | +1,525.3% | +990.9% |
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