-30.7%
HDB vs TSN
+10.3%
-41.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | -4.9% | -7.3% | +2.4% | -3.9% |
| 30D | -5.8% | -8.6% | +2.8% | -4.7% |
| 3M | -5.2% | -7.5% | +2.3% | -4.3% |
| 6M | -25.7% | -14.1% | -11.6% | -24.4% |
| YTD | -39.6% | -9.4% | -30.1% | -39.0% |
| 1Y | -36.9% | -4.1% | -32.8% | -36.8% |
| All | -30.7% | +10.3% | -41.0% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling