+575.2%
HLT vs TSN
-4.9%
+580.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -1.6% | +3.0% | -4.6% | -2.5% |
| 30D | -5.0% | -4.2% | -0.8% | -4.0% |
| 3M | -10.4% | -3.9% | -6.5% | -9.7% |
| 6M | +3.2% | -9.8% | +13.1% | +5.6% |
| YTD | +6.7% | -7.3% | +14.0% | +8.0% |
| 1Y | +10.3% | -2.2% | +12.5% | +9.5% |
| 3Y | +99.3% | +11.9% | +87.5% | +85.9% |
| 5Y | +143.7% | -16.9% | +160.6% | +148.7% |
| All | +575.2% | -4.9% | +580.2% | +533.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling