+419.5%
HL vs TSN
+10.3%
+409.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +0.4% | -7.3% | +7.7% | +1.3% |
| 30D | +18.8% | -8.6% | +27.5% | +20.2% |
| 3M | +43.7% | -7.5% | +51.2% | +45.0% |
| 6M | -1.0% | -14.1% | +13.1% | +0.5% |
| YTD | +8.7% | -9.4% | +18.2% | +9.6% |
| 1Y | +105.0% | -4.1% | +109.1% | +104.8% |
| All | +419.5% | +10.3% | +409.2% | +348.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling