+570.2%
TXN vs HPE
+631.3%
-61.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -0.9% |
| 7D | +2.7% | +13.6% | -11.0% | -2.4% |
| 30D | -6.7% | +7.7% | -14.4% | -9.8% |
| 3M | -8.9% | +22.4% | -31.3% | -16.5% |
| 6M | +34.7% | +172.6% | -137.9% | -11.5% |
| YTD | +53.3% | +147.5% | -94.2% | +4.0% |
| 1Y | +45.0% | +151.8% | -106.7% | -3.1% |
| 3Y | +73.1% | +267.1% | -193.9% | -5.6% |
| 5Y | +59.9% | +362.8% | -302.8% | -22.0% |
| 10Y | +415.7% | +540.2% | -124.5% | +115.4% |
| All | +570.2% | +631.3% | -61.2% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling