-28.7%
HDB vs TSN
+11.7%
-40.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +6.9% | -0.3% | +7.2% | +7.0% |
| 30D | +15.2% | +11.8% | +3.5% | +13.4% |
| 3M | +11.7% | +7.1% | +4.6% | +10.5% |
| 6M | +7.5% | -9.2% | +16.7% | +8.9% |
| YTD | -28.8% | +4.8% | -33.6% | -30.1% |
| All | -28.7% | +11.7% | -40.4% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling