-38.0%
HDB vs TSN
-2.3%
-35.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | -6.2% | +1.4% | -7.5% | -6.3% |
| 30D | -6.2% | -6.2% | -0.1% | -5.5% |
| 3M | -5.9% | -5.7% | -0.2% | -5.2% |
| 6M | -25.9% | -11.4% | -14.6% | -25.3% |
| YTD | -40.2% | -8.2% | -32.1% | -40.1% |
| 1Y | -38.0% | -2.0% | -36.0% | -38.1% |
| All | -38.0% | -2.3% | -35.7% | -38.1% |
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