+285.0%
TSM vs HPQ
+39.0%
+246.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.8% | -2.5% |
| 7D | +4.8% | +2.2% | +2.5% | +3.9% |
| 30D | +4.0% | +9.7% | -5.7% | +0.2% |
| 3M | +2.0% | +32.7% | -30.8% | -9.2% |
| 6M | +25.5% | +77.7% | -52.2% | -3.0% |
| YTD | +44.0% | +51.0% | -7.0% | +19.0% |
| 1Y | +75.4% | +18.4% | +57.0% | +60.8% |
| 3Y | +406.7% | +25.6% | +381.2% | +332.8% |
| 5Y | +285.0% | +38.6% | +246.3% | +221.9% |
| All | +285.0% | +39.0% | +246.0% | +221.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling