+99.7%
TXN vs HPE
+113.0%
-13.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.3% | +0.9% |
| 7D | +1.0% | -17.0% | +18.0% | +5.1% |
| 30D | +6.1% | -26.7% | +32.9% | +13.0% |
| 3M | +10.4% | -4.1% | +14.5% | +10.0% |
| 6M | +12.6% | +75.4% | -62.8% | -0.9% |
| YTD | +83.5% | +111.0% | -27.6% | +54.2% |
| 1Y | +99.7% | +116.4% | -16.7% | +66.7% |
| All | +99.7% | +113.0% | -13.3% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling