-22.5%
HDB vs TSN
-15.5%
-6.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.5% |
| 3M | +11.7% | +7.1% | +4.6% | +10.6% |
| 6M | +7.5% | -9.2% | +16.7% | +8.7% |
| YTD | -28.8% | +4.8% | -33.6% | -29.5% |
| 1Y | -29.1% | +11.6% | -40.7% | -30.4% |
| 3Y | -7.0% | +41.5% | -48.6% | -12.7% |
| All | -22.5% | -15.5% | -6.9% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling