-20.8%
HAL vs TSN
+12.5%
-33.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -6.5% | +5.8% | -12.3% | -9.2% |
| 30D | -2.1% | +12.8% | -15.0% | -7.9% |
| 3M | -4.9% | +6.5% | -11.3% | -8.2% |
| 6M | -19.3% | -10.3% | -9.0% | -16.0% |
| YTD | +14.3% | +5.5% | +8.8% | +8.6% |
| 1Y | +17.3% | +15.8% | +1.5% | +5.9% |
| 3Y | -10.9% | +42.5% | -53.4% | -30.3% |
| 5Y | +47.4% | -14.3% | +61.7% | +49.9% |
| 10Y | -20.8% | +18.2% | -39.0% | -34.2% |
| All | -20.8% | +12.5% | -33.3% | -34.2% |
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