+25.0%
HL vs TSCO
-28.6%
+53.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +4.2% | +9.0% | +12.5% |
| 7D | +0.2% | +15.7% | -15.5% | -1.5% |
| 30D | -12.1% | +16.4% | -28.5% | -13.8% |
| 3M | -2.8% | +11.2% | -14.1% | -4.0% |
| 6M | -14.9% | +14.9% | -29.8% | -15.6% |
| YTD | -22.0% | -25.4% | +3.4% | -6.2% |
| 1Y | +25.0% | -29.4% | +54.4% | +52.1% |
| All | +25.0% | -28.6% | +53.6% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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