+59.6%
TXN vs HPE
+394.3%
-334.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +12.4% | -8.6% | -0.5% |
| 7D | +4.0% | +19.4% | -15.4% | -2.7% |
| 30D | -2.9% | +5.6% | -8.5% | -5.3% |
| 3M | -9.1% | +33.1% | -42.2% | -19.0% |
| 6M | +36.6% | +192.5% | -155.8% | -11.8% |
| YTD | +57.5% | +160.9% | -103.4% | +5.7% |
| 1Y | +49.5% | +155.0% | -105.4% | +0.5% |
| 3Y | +76.5% | +289.4% | -212.9% | -7.5% |
| All | +59.6% | +394.3% | -334.7% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling