+67.8%
HL vs TSCO
+47,655.7%
-47,587.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.9% |
| 7D | -5.6% | -3.1% | -2.5% | -5.4% |
| 30D | +12.7% | -4.4% | +17.1% | +13.1% |
| 3M | +42.5% | +9.7% | +32.8% | +41.4% |
| 6M | -9.0% | -32.4% | +23.4% | -6.4% |
| YTD | +4.4% | -31.7% | +36.0% | +7.2% |
| 1Y | +82.7% | -41.3% | +123.9% | +89.7% |
| 3Y | +406.3% | -18.3% | +424.6% | +412.0% |
| 5Y | +238.2% | -10.3% | +248.4% | +238.8% |
| 10Y | +268.9% | +188.5% | +80.4% | +239.8% |
| All | +67.8% | +47,655.7% | -47,587.9% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling