+41.6%
TXN vs HPE
+122.1%
-80.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +2.8% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | -6.9% | -2.3% | -4.6% | -6.7% |
| 3M | -14.9% | -2.9% | -12.1% | -15.5% |
| 6M | +29.0% | +143.6% | -114.6% | +5.6% |
| YTD | +51.5% | +118.5% | -67.0% | +26.7% |
| 1Y | +41.6% | +129.2% | -87.6% | +19.1% |
| All | +41.6% | +122.1% | -80.5% | +19.1% |
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