+7.4%
HAL vs TSN
-9.4%
+16.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | -1.3% | -7.3% | +6.0% | +2.1% |
| 30D | +10.9% | -8.6% | +19.5% | +15.5% |
| 3M | -5.8% | -7.5% | +1.7% | -3.1% |
| 6M | +8.1% | -14.1% | +22.2% | +14.3% |
| YTD | +33.2% | -9.4% | +42.6% | +36.7% |
| 1Y | +74.2% | -4.1% | +78.3% | +72.8% |
| 3Y | -3.7% | +10.3% | -14.0% | -13.7% |
| 5Y | +111.9% | -19.7% | +131.6% | +120.4% |
| 10Y | +7.4% | -7.0% | +14.4% | -1.6% |
| All | +7.4% | -9.4% | +16.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling