+59.1%
HL vs TSN
+890.5%
-831.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +1.5% | -6.3% | +7.8% | +2.9% |
| 30D | +25.1% | -10.8% | +35.9% | +28.3% |
| 3M | +22.9% | -8.8% | +31.7% | +25.0% |
| 6M | -4.9% | -16.8% | +11.9% | -1.4% |
| YTD | +7.8% | -10.0% | +17.8% | +9.7% |
| 1Y | +133.9% | -5.3% | +139.1% | +134.6% |
| 3Y | +380.9% | +8.5% | +372.4% | +362.0% |
| 5Y | +230.2% | -22.9% | +253.1% | +242.9% |
| 10Y | +265.6% | -12.6% | +278.2% | +257.0% |
| All | +59.1% | +890.5% | -831.3% | +19.5% |
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