+122.4%
HST vs TSN
+14.5%
+107.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.2% |
| 7D | +3.6% | -1.4% | +5.0% | +4.2% |
| 30D | +11.2% | +8.5% | +2.7% | +7.2% |
| 3M | +13.1% | +5.3% | +7.8% | +10.2% |
| 6M | +23.9% | -10.5% | +34.4% | +29.1% |
| YTD | +52.3% | +3.0% | +49.3% | +47.7% |
| 1Y | +56.7% | +12.1% | +44.5% | +45.8% |
| 3Y | +87.5% | +43.1% | +44.4% | +50.1% |
| 5Y | +82.8% | -15.1% | +97.9% | +86.8% |
| All | +122.4% | +14.5% | +107.9% | +85.2% |
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