+4,211.8%
HDB vs TSN
+845.4%
+3,366.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +2.7% | -1.4% | +4.2% | +3.2% |
| 30D | +14.1% | +8.5% | +5.7% | +11.4% |
| 3M | +11.8% | +5.3% | +6.5% | +10.0% |
| 6M | +8.2% | -10.5% | +18.7% | +11.2% |
| YTD | -29.3% | +3.0% | -32.3% | -30.5% |
| 1Y | -28.8% | +12.1% | -40.9% | -31.9% |
| 3Y | -7.5% | +43.1% | -50.6% | -19.1% |
| 5Y | -23.1% | -15.1% | -8.0% | -22.9% |
| 10Y | +63.7% | +14.8% | +48.9% | +37.5% |
| All | +4,211.8% | +845.4% | +3,366.4% | +1,646.1% |
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