+238.2%
HL vs TSN
-18.6%
+256.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.4% |
| 7D | -5.6% | +1.4% | -7.0% | -6.0% |
| 30D | +12.7% | -6.2% | +18.9% | +14.8% |
| 3M | +42.5% | -5.7% | +48.2% | +44.3% |
| 6M | -9.0% | -11.4% | +2.4% | -6.7% |
| YTD | +4.4% | -8.2% | +12.6% | +5.7% |
| 1Y | +82.7% | -2.0% | +84.7% | +80.5% |
| 3Y | +406.3% | +11.9% | +394.4% | +352.4% |
| 5Y | +238.2% | -17.8% | +255.9% | +282.3% |
| All | +238.2% | -18.6% | +256.8% | +282.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling