+3,769.4%
HDB vs TSN
+726.5%
+3,042.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | +0.4% | -6.3% | +6.8% | +2.3% |
| 30D | -2.8% | -10.8% | +8.0% | +0.4% |
| 3M | -3.5% | -8.8% | +5.2% | -1.2% |
| 6M | -24.7% | -16.8% | -7.9% | -21.1% |
| YTD | -36.6% | -10.0% | -26.6% | -35.1% |
| 1Y | -34.4% | -5.3% | -29.1% | -34.0% |
| 3Y | -24.4% | +8.5% | -32.9% | -28.2% |
| 5Y | -35.4% | -22.9% | -12.4% | -33.4% |
| 10Y | +39.5% | -12.6% | +52.2% | +27.7% |
| All | +3,769.4% | +726.5% | +3,042.9% | +1,531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling